In the latest addition of Sound on Sound there is a review of Sonarworks Reference 4 headphone calibration software and I know a lot of forum members speak highly of it - it gets a great review.
The article also mentions an alternative -
https://www.toneboosters.com/tb_morphit_v1.html This software has 178 headphone profiles, including my own modest Grado SR60s that I use for some mixing duties. I tried the fully functioning demo last night and it is really, really impressive. The licence costs just 30 euros.
I am fortunate to have an acoustically treated room, but checking a mix on headphones as well is incredibly helpful.
I just thought I would share this in case anyone else was interested.