In my view you should mix using closed back headphones so that you can better perceive how the transients hit on each hit, it's a plus if they are DJ headphones. If they can handle lots of SPL you can check at louder volume too and better understand the dynamics of your mix. Open back headphones make the sound of the attack blowing through the air holes on the pads. The difference in the frequency response between cans can be very big, so the fact that you notice some unwanted difference is a result of that. You should look for cans to mix against that do not cause dramatic things in the low end on other cans. Some cans tend to give you extremely bass heavy mixes, it's those that you should primarily stay away from. It's good if you have some idea on the frequency response of your various cans, get them at headphone.com. It is also good that you compare how commercial mixes sound in your various cans, so that you understand how to understand how to A/B properly when referencing those mixes. If you know some mixes tend to come out bass heavy you can place an EQ filter on the mix bus and cut out the mids and highs a little. This will ensure the mids and highs of the low frequency sound source do not have to compete as much, hence it forces down the gain on the low frequency sound sources a little when you balance. A good thing about this also is that it gives you a pretty nice way of clearing the mix later on, because when you undo the filter later by turning off the EQ plugin, you remove whatever unwanted artifacts that causes to the signal. In fact, if you learn to use plugins in such a way that you are able to remove them later on to get an even better sound, then your mixes become more crisp. This is advanced stuff that can sound very sweet when you become good at it. So as a mixing or mastering engineer, do not only stick to the basics of enabling plugins and keep them permanently enabled, but also go advanced too by enabling plugins and keep them temporarily enabled. In other words, separate between the effect applications you do permanently as oppose to the ones you do temporarily and focus on becoming better at working with both ways of using effects to your advantage.
On a side note. You can find many mixing tutorials out on YouTube where a mixer shows before and after plugins are applied. Often times the guy doing the tutorial claims it sounds better with the plugins enabled, when in fact in many of the cases it actually sounds worse. Maybe I can tell that because my mastering engineer ears are well trained to notice small differences in sound quality. There are plugins out there with extremely bad default settings. When you focus on the "sound impact" of an effect, you miss all of the additional stuff it does to the signal because that's not where your focus is. If you want really great sounding productions, treat the recording as the final master and have dirty enough filters on it. If you have dirty enough filters on it and still find the recording is like a final master, now you have achieved great sound. It's the same with the rough mixing - apply dirty enough filters on it to a get a better validation of the content going into mixing. And the same about the validation of the content going into mastering - add a bass filter on it to see how much of a bass beast it really is. Also separate between bassy and bass heavy mixes. Bassy mixes that are light in the attack can be quite pleasant, but bass heavy mixes with heavy attack can be very unpleasant. There is kind of no such thing as too much bass, unless we are talking extreme amounts - and some headphones actually do produce extreme amounts of bad bass in your mixes when you mix against them, which is why you should avoid them. A lot of emotion lives in the bass. But there is good bass and bad bass.