List out Column Headers with empty data

I am trying to write a macro to retrieve the list of all column headers which don't contain any data. I took some references and tried to modify but somehow I can't get it right. I want the column headers listed in a different sheet.

Here's my code:

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Thanks Alphafrog! This is exactly what I needed! Also, how to display the headers in a single column? Right now the header values are appearing across the columns in a single row. I tried experimenting with the Resize property, just couldn't find a way to display them in a single column. Please help me understand the below code - how this works:

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Thanks AlphaFrog!!