I am not a fan of mixing on headphones.
I prefer doing it first on my studio monitors, then check it on a hi-fi and finally listen to it on a cheap box like kitchen radio, phone, car stereo.
Eventually changing something. I don't even pre listen it on headphones at all, the concern is that the low quality players are missing parts of the sound, so I need them to be heard even on those. On headphones you can hear everything, so no worries.