Replaced entire exhaust from rear converter, resonator pipe, short curved extension pipe, and muffler on a 2005 wagon with Duratec DOHC engine.
Used all Walker parts including a new metal gasket at the flange from the Y pipe (the front 2 converters going to the exhaust manifolds). Walker diagram called for a 31616 metal gasket at the flange and I dug out the old one from the Y pipe flange. Besides this gasket a lot of small curved pieces looking like a disintegrated gasket came out of the round groove in the Y pipe flange. The flange on the OEM connection to the rear converter and the new exact fit Walker replacement is smooth with no groove in it. The old converter flange had 2 staked or threaded bolts or studs, and I had to saw one of them off as the nut had rusted to almost nothing. The new converter flange seemed to fit perfectly but it had 2 holes and no studs or bolts, so I procured 2 bolts, nuts and lockwashers and bolted the 2 flanges together tightly.
Started the car and checked for exhaust leaks. The other 3 connections are sealed with 2 1/4" clamps and they appeared to not be leaking.

Is there another gasket besides the one I put in that takes up the rest of the space in the groove on the Y pipe flange?

How do you seal this connection?_

 

It is possible they gave you the wrong gasket, Have them double check with the correct specs for your particular vehicle, last but not least get a gasket from Ford.