Edit- dyneq posted while I was typing..
I am not sure if you are talking about attempting to EQ my recordings orrr...?
In comparison to speakers, headphones have wildly different responses from each other. Everyone's ears have a different shape and a different response when measured at the eardrum, which is different than the response we perceive in our mind after our brain does all of its processing. Because they are close-coupled to the ears, a headphone with measured flat-response won't produce anything close to a neutral flat response in the listener, but at the same time a non-flat modified response curve that works well for one person will not work well for someone else. The best headphone manufacturers can do is target a general response which works generally well for most types of source material and generally well for most listeners.. or go for a target "house sound".
What makes mixing on headphones difficult is that it's very difficult to achieve a calibrated reference. It's not like putting speakers in a reasonable sounding room in such a way that the effect of the room is perceptually secondary. It's more like listening to a speaker at the other end of a long hallway where the hallway dominates the response - in this case the hallway is analogous to the transfer function between the headphone and your ear. You can EQ the response of the headphone>ear system to so as to be more neutral for your own hearing, but doing so is not a straightforward thing and generally requires specialized tools to really get right. Regardless, some folks will dial in a corrective EQ curve which corrects for the grossest errors at least, which they always use with those headphones for critical listening tasks. That EQ correction is not applied to the music, its only to make the headphones closer to "right", such that one might be able to make clearer judgements about the music, perhaps including EQ corrections intended to be applied to the music rather than the headphones.
Despite marketing claims, most commercial attempts at this thus far are pretty rudimentary and don't really work very well compared to what can be done for speakers in a room, but it can help. This kind of thing is very interesting and I expect to see increased development of better sounding personalization EQ for headphones in the future.
The more important thing than achieving a truly corrected personal headphone response is learning how what you hear through whatever headphones you are using translates to how it will sound elsewhere. If you know that you can intentionally compensate, working around the response of the 'phones. So if they are bass-heavy you learn to dial in less bass, etc. That takes time and checking, but is essentially no different than what one needs to learn to do with speaker monitors to get things to translate well on other systems.
Hope that helps.