What is happening is that with the Psvane, I was happy with the volume set at 10-11 o'clock. With the Mullards, which I find preferable, the volume needs to turned to around 2-3pm. What gives?
The Psvanes just have higher gain than Mullards.
Maybe QC or maybe designed that way.
I would like to stay with the Mullards but dialing it up concerns me. Should I be?
As long as you have enough headroom left on the volume control to play your quietest recordings then don't be concerned.
Technically, the higher you turn up the volume pot, the less attenuation in the circuit, so the less noise and distortion you're adding to the signal. So the higher the knob the better, as long as you can always play loud enough.
Should I look for a "high gain" 12ax7? Is there such a thing?
All 12AX7s should be roughly the same gain, because circuits are designed for expected ranges of voltage and current. When those are exceeded there can be trouble.
I suspect the Psvane gain is too high, and the Mullard gain is normal, but it's just a guess.
I don't think the Mullard sounding better is related to the different gain.
If you have enough gain and you like the Mullard sound then no reason to keep looking.
Enjoy!