Yep, Ultra Grey will be the one you want, it's always handy to have around (and I've seen it recommended for valve cover/cam cover gaskets elsewhere)
Make sure the cover bolts are tightened down firm too (not too much, or you'll split the cap), and any washers are also intact.
If that doesn't stop it, then possibly the cover or head is warped/dinged slightly (maybe from someone trying to lever a stuck cover off, I've seen it done)
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