Yes. You need to give them at least 60 hours of real use for basic burn in.
I bought a pair a few weeks ago and if you look through the threads you will find me saying that I was unimpressed ( and that was after several days of use). I subsequently bought a new headphone amp that can really drive them . I do not just mean meet the minimum required specifications for electrical matching. Frankly they are now providing me with the most fun that I have ever had from headphones - I bought my first pair of cans in September 1967!
Note that I was not using a Bartok to drive them unsuccessfully before ( I am a Vivaldi user). However I could easily drive HD 600s ( same impedance) with that other amplifier. It seems that the HD 800S ( and the HD 800) are a pig of a load .However dCS claims that the Bartok will drive almost anything short of electrostatics.
As for balanced cables my new headphone amp is single ended only. The Sennheiser balanced cable with 4 pin XLR connection is quite expensive but not unreasonable when you look at the cost of many other aftermarket balanced cables. I am nevertheless unconvinced that balanced cables make much difference to the headphones per se. However, in many setups there may be a difference in sound between the single ended and balanced outputs on the driving amplifier. The XLR and RCA line outputs on the Bartok and on other dCS DACs use different circuit designs. Whether or not that is also the case for the headphone outputs I do not know.