Do I need to do anything to run balanced headphones out of the XLR outputs on the Lavry? Can I simply get someone to recable the headphones terminated in female XLRs or do I need to do something different? I currently have the jumpers in the Lavry set on balanced output mode.

You can get your headphones recabled with female XLR's, but I would use adapters if I were you in case you get a balanced amp down the road.

Once you've recabled for balanced, switching connectors is easy. My preference for balanced is a 4pin xlr, and then I have adapters to male and female 3pin, as well as mini and 1/4".