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Yes, I'm paranoid.

I've put my name, lsac# and heading (personal statement, diversity statement etc) in the header on Word to safe valuable real estate on the page. That's good enough right? I'm pretty sure headers come up when documents are converted to .pdf.

Also..are page numbers yay or nay?

Page numbers are always proper. Generally, everything on the page gets converted to a PDF, but you can always try to convert it yourself if you're concerned. I'm pretty sure you can download a free 30 trial of Adobe and check it out for yourself.