Looking at the HD800 specs, they are 300-ohm and can handle 500mW long-term. So you likely will need something between them and the speaker amp, at least to be able to control the volume -- without it you will go from very soft to very loud very quickly -- but also to protect the HD800s from inadvertent over-cranking. There's no point in risking $1400 headphones. It looks like the HE adapter is a resistor box, so it will likely do the trick. Probably all you need is a set of balanced cables for the HD-800s to use with the adapter and you would be good to go. If the HE-adapter is not exactly set up right (wrong resistor values?), you might have to invest another ~$100 in a resistor box that is better suited to the HD800s, but I'll let the real experts around here debate that.
As to the sound... it is going to depend on how the sound signature of the HD800s matches with the amp's signature. The HD800 can be particularly harsh on the top end and thin on the bottom if they aren't amped properly, and if your amp accentuates that, it could be painful. On the other hand, if they match well, you could have the best HD800 setup around.
Just my totally ignorant, and totally "audiophile snob's" prediction, but if your Pio is a recent, relatively low-end HT receiver, I would bet that its signature does not match the HD800 very well. AVRs are really set up more for sound quantity than sound quality. They depend on equalization programs to fix their major issues and make them listenable for home theater, which is not generally high-fidelity, critical listening: the brain is engaged in watching at the same time as listening, so the sound can be lower fidelity and 90% of the people won't notice... Wait, I'm guessing that 95% of the people think the sound from an iPod's earbuds and/or Beats is high fidelity... so make that 99% of the people don't notice how bad the sound of the average HT receiver is. And mass market electronics companies like Pioneer, Sony, etc. aim straight for the middle of the market, not at audiophile 1%-ers.
But you hang out here, and have large $ invested in very nice cans, so I assume you are part of the audiophile 1% (or at least pretending, like I am). I doubt the Pio will make great music with the HD800s, but it doesn't cost you anything to try, other than a set of balanced cables which are a good thing to have anyway. Just don't jump to the conclusion that, because that particular speaker amp didn't sound good, the HD800 can't be driven well by a speaker amp. I'm guessing that it can be, you just have to find the right one.
My recommendation: get a set of balanced cables for the HD800s, then try them on every amp you can find. By the end of this week I hope to have tried 4 different speaker amps and 2 headphone amps over 5 weeks, and I can tell you that all of them sound significantly different from each other (caveat: I haven't heard the Odyssey Cyclops yet... but it should be here in the next day or so). So far, I've sent one speaker amp back already, along with 2 headphone amps. My old Sony HTR is back in its corner collecting a new patina of crud. My Adcom pre-amp is headed for semi-retirement as well. None of them came even close to sounding as good as a tiny 30-wpc class-D amp that only costs $500.
I think most on these forums agree that the right way to find the perfect setup for you is to try as many as you can... and it's half the fun besides...
Edited by Gary in MD - 7/22/13 at 7:28pm