Here's what I would do with a closed headphone. (Bear in mind I prefer open because, as Grado shows so well, the resonance is so much lower.) The advantage of a closed headphone, besides the sound isolation it may provide, is the acoustic suspension. Airtight containment allows you to use sound pressure within the phone to restore the cone to its neutral/balanced position. But if you do this, you have to deal with the resonance issue. So what do you do?
I suggest filling the cup with foam, preferably polyester fill. The true purpose of an air chamber is to act as a sonic garbage can. It prevents rear waves from cancelling front waves. This is why speaker manufacturers, particularly on cheaper speakers, will vent the cabinet for greater bass extension (even if it produces less controlled bass) - but only if the vent can be positioned away from the cone. You'll see these vents positioned opposite the cone so as to prevent wave cancellation. But if you can go for a sealed, acoustic-suspension system, you will get a cleaner bass even if it's not maximum bass.
Filling the cup with foam will prevent a lot of resonance that muddies up the sound. I still prefer the sound of open-air cans but if I were going with closed cans, I'd want to hear as little of the can as possible.
