It's the breathing exercises. Tone them down by reducing your number of reps and/or the length of time you hold your breath. I used to get it too. Don't underestimate the power of controlled breathing. It is and must be stressed that you will damage your nervous system if you overdo them, so the headaches are likely a warning that you're pushing a bit too hard. There are difficult effects of more advanced transformation but otherwise your meditations should feel good, never go beyond what's comfortable