I would just try all of those directly out of the amp as-is.
Typically what you'd do for a high power amp to make it suitable for headphone use is to use something like an 8 ohm resistor in series with a 1 ohm resistor with the 1 ohm resistor connected to ground and the 8 ohm resistor connected to speaker +. The headphone output is taken across the 1 ohm resistor. This pads down the output of the amp and reduces gain in a way that's suitable for driving headphones off an amp that's just way too powerful to otherwise do so. This will also reduce the noise floor a bit as well, but may decrease damping a bit.
The Kaiju is neither a high power amplifier nor particularly high gain. If you set it for 4 ohm speakers, then you probably aren't going to want any reduction for high impedance headphones, and ultimately the more power hungry headphones may want the full output of the 8 ohm winding configurations.