You beat me to it Pete! 
You hit the nail on the head there. The output stages for the XLR / RCA outs and the headphone outs are completely separate, so if you are using the Bartók for headphone listening you only need to have some headphones connected for the burn in process.
If you plan on using the Bartók for any 2-channel listening on loudspeakers as well, it is worth connecting it up to an amplifier or something to create a load on the outputs for another burn in (although whatever it is connected to doesn’t need to be turned on).
As Pete said, just keep an eye on the volume to make sure you don’t overdrive the headphones.