I've tried it and heard of others. It messes with stuff typically and gets to be exhausting on the ears fast. You would probably be better off trying both good speakers and open headphones, visceral impact and hyper resolution. I've done that too to good results.
Well, you'd have to be able to control the volume independently between sources (e.g. one of them would need inline volume control or you'd need some kind of fancy splitter that would do the job for you), mainly because most IEMs have so much noise isolation. The whole point is that you *can't* hear anything outside.
Surely the seal of the IEM's would prevent much of the sound of the cans from getting in, unless I'm missing something?
Or is it just that the limited sound that would get into your ears makes a difference?