Slightly enhance efficiency and clarity of the code by making the
header list per directory instead of per set.

Benchmark before:
    make-dummies 0 999 -> 0.63s
    rmmod dummy        -> 0.12s
    make-dummies 0 9999 -> 2m35s
    rmmod dummy         -> 18s

Benchmark after:
    make-dummies 0 999 -> 0.32s
    rmmod dummy        -> 0.12s
    make-dummies 0 9999 -> 1m17s
    rmmod dummy         -> 17s
Signed-off-by: Eric W. Biederman <ebiederm@xmission.com>