There are tools which allow you to subset fonts, splitting them up by character, so you could, say, produce a font containing only those characters that you have in your headlines for you headline font. For example, Font Squirrel http://www.fontsquirrel.com/fontface/generator will allow you to chose particular characters to include in your subset; though that's not very useful unless you really only need a handful of characters that you can enter manually.

It's true that for practical reasons, web fonts are less useful for CJK characters than they are for languages with smaller character sets. I imagine someone will write tools to make it a little easier to deal with, but it may not ever be as convenient as for other writing systems.