I would of course like to avoid noticeable roll of in audible sound.
If we assume the HD-800 is a 300 ohm headphone, then I'd stick with 100uF, but the HD-800 is not a resistive device. The HD-800 is ~450 ohms at 20Hz, which would lead me to recommend ~70uF.
If you don't care about 20Hz response but 30Hz is OK, then you could go down around 60uF.
IMO, 33uF is too small. You can certainly buy a selection of Dayton film caps in 33uF, 47uF, 68uF, and 100uF values, then do some listening tests.