So, I've set up this baseline that works like a charm for the body copy. What are the rules for headlines? Usually if the leading of the headline is following the baseline it usually is looks too tight.
From my experience you can't make them part of the same thing. Put the headline where it should go according to the design of the page, put the copy where it should start according to design and space constraints, and establish the grid from there.
A grid is meant to be a guide, not a jail. There will always be items you have to judge by eye because the numbers don't work.