Hi Mischief,
You can use either the headphone out of the mixer or the play Acoustic. I have used both. You might try this from TC Helicon as well.
http://www.tc-helicon.com/en/product...adphone-cable/
In addition, Rolls makes some good headphone amps and volume adjustments that came be worn on the belt that uses batteries. If I can find it, I will post again.