Hi Marius, great to see there are others in the same hunt as I am.

I'm waiting for my BHA and HD800 to be delivered as well, so thanks a bunch for your little research.
I did call Sennheiser as well and they confirmed the setup of the HD800 is fully balanced and suggested to just cut off the unbalanced cinch connector and replace with a balanced set. Which I thought could either be 2 3-pin XLR for left / right or a 4-pin Stereo XLR, like "zeiter" intends to use. That also was my intention, since when I asked James some time ago, while I was still considering a Grado, as he stated that a 4-pin Stereo XLR produces a noticeable better sound and he was using such a config with his Grado, if there was any advantage of a left/right 3-pin XLR over a 4-pin Stereo XLR (as the BHA offers both options). His response was, if I recall correctly, that I should just use a 4-pin Stereo one.
Sennheiser told me, that there are essentially two cables (red = plus & blue = minus) going into each driver. So from that, it might though be just easier to connect each of the two pairs to a mono XLR and then use that configuration over a 4-pin one? If there is no difference?
But if Stu can still confirm, would indeed be great. Can't await my combo to play!!!