Not really, no. Just try your best to listen at the lowest volume that's still usable, and then adjust EQ to suit your tastes.

I'm sensitive to high frequencies, and if you are too, you may want to tone things down up on the higher end of the frequency spectrum. The ideal solution here is to get a pair of headphones that suits your listening preferences as closely as possible without any harshness so that you don't have to EQ. Some headphones are just shrill and harsh, and you end up having to EQ them so fiercely to make them usable that it ruins the overall presentation of the headphone.