Sub-headings for/against?

Nothing against them as a matter of style. If they work in the story, by all means use them, even in shorter pieces.

As a reader, I find them more risky, since they effectively take me out of the narrative, even if for a second. It done well, in the tone of the story, used consistently, they work fine.

I think if you approach them asking the question - other than a break, how does this sentence/set of words, forward the story? You'll be fine. If you're using them because you can't write transitions, well, maybe focus on writing better transitions for a while.
 
I use three asterisks centered. Thusly -


I did not sleep better, knowing this. Just a little of what one locker could contain would change my life immeasurably.

***

“Tell me something Matty,” Trixie said one Friday evening. I was lying on my back at the foot of the bed, catching my breath.
 
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