Barbara Kingsolver uses multiple 1st person POV in her book Poisonwood Bible. It's divided into "books" and each starts with the mum's POV, then cycles through the daughters, often giving multiple sections to some of them.
Early in the book, when the reader's still getting used to the voices of each of the speakers, having the names in the headings helps. Though I found that partway through it, I had enough sense of the voices, I mentally skipped reading the headings, though they were there if I needed them.
As others say, it's a matter of clarity, and headings seems to be a very obvious way to make it clear without having to try to work the name of the POV character into the first paragraph or so of each section.