No matter which player application you have chosen (note VLC is not much better than crappy iTunes in term of playback sound quality), set the playback volume in the application to maximum and control the volume at very end of audio chain, namely volume control of headphone amplifier (Macbook Pro built-in headphone output in your case). Though it is not necessary to do that if the application implement volume control with dithering (such as Audirvana Plus) rather than zeroing of least significant bits (such as free Audirvana). The free version of Audirvana is not equivalent to paid commercial version of Audirvana Plus. Turn off all unnecessary audio effects in the application. Otherwise there is not much you can do with built-in headphone output.
Judged by your previous posts, you are listening through the built-in analog headphone output of Macbook Pro (cheap DAC and amplifier on motherboard of the notebook computer) with various headphones. Having lossless audio source files and a better pair of headphones are not good enough as you have to consider quality of all components along the whole audio chain (Macbook > DAC > amplifier > headphone). Otherwise it will be a waste of money to upgrade just one component (headphone in your case) as you are not going to hear too much difference among your headphones. Since the bottleneck right now is the DAC and amplifier, why not get a reasonably good and affordable portable headphone amplifier with asynchronous USB DAC such as following versatile model (search in this website for other options):
http://www.nuforce.com/index.php?option=com_k2&view=item&layout=item&id=4&Itemid=186
Note for this DAC/amplifier to drive your headphone properly, input impedance of your headphone must be between 16 to 300 ohm (see your headphone specification).