Yes I have, although with a different amp than the one which I pair with the HE-6. The reason is that the HE-6 needs a lot more power.
I think the HE-6 is an upgrade sonically even when the HE-500 is paired in balanced mode. How much of an upgrade I'm not sure. The HE-6 is almost like more transparent version of the HE-500, They are not all that dissimilar.