||The problem is not the header, it's the data format: this file lists each cell value as a triple (x,y,z), one per line. What you need is the sequence of z-values only: the header implicitly determines what the x and y values will be.
For small files, strip the header, prepend a single header line like
"X", "Y", "Z"
and add the file as an ordinary text table. Convert that to a grid, one point per cell.
For larger files, pre-process them to remove the X- and Y-values (as well as the end-of-line characters if you can), tack on the usual grid header, and import that as an ASCII grid. Pre-processing is readily done with standard tools like AWK or PERL, programmable text editors, and many, many scripting environments, including Java, Python, etc.