You can tail your access.log and grep the expression "\(?\s_\s\)?\s{|cgi" to get an idea if someone is trying to exploit your webserver. The cgi part will return a lot of false positives, but if you cannot disable cgi, you might as well track it being requested.
That will only find either clumsy exploit attempts or whitehat scans that are not trying to hide themselves.
CGI sends most headers through to the script as environment variables (i.e. a Foobar: header will turn into $HTTP_FOOBAR) so at attacker can just pick a header name that isn't likely to be logged.