If you don’t want to send these headers with every response you have to disable them in your configuration file (standalone.xml).
I just removed the following lines from my undertow subsystem (urn:jboss:domain:undertow:1.1):
<filter-ref name="server-header"/> <filter-ref name="x-powered-by-header"/> ... <response-header name="server-header" header-name="Server" header-value="WildFly/8"/> <response-header name="x-powered-by-header" header-name="X-Powered-By" header-value="Undertow/1"/>
After a server restart the headers were gone.