Without looking up the Grados, I can at least tell you this much:
The standard SEX amp can be set up to drive loads as low as 4 Ohms. If built as directed, the headphone jack includes a couple of 120 Ohm resistors in series with the "hot" leads, to meet the IHF standard. That impedance may be problematic if you use phones of a lower impedance than anticipated by the IHF standard.
In practical terms, this means that you may not wish to wire the phone jack with the 120 Ohm resistors; you may find that a different value is more suitable with your chosen phones, or you may prefer no resistors on the headphone jack at all. In any case, it is a minor change.