I think you'll wish you'd went with Mjolnir/Gungnir
Don't get me wrong, Lyr + Bifrost + HD800 does actually sound great...it's very listenable, very enjoyable, and very nice to play with tubes with that set. A lot of people could be happy and stop right there.
But if you started out considering MJ/Gungnir (Note I don't have MJ yet...soon...., and I don't have Gungnir but I have Woo WDS-1, which is better than Bifrost as well.) and I think certainly the better DAC is a good bet (who says you can't get Lyr + Gungnir if you want tubes but also the better source?), and I highly suspect that Mjolnir is a better performer for the HD800 to the point that I'm about to add one to my collection...
I'd say in either case, if you're worried about buyer's remorse, get the Gungnir off the bat whichever amp you get. Bifrost is excellent, but we're talking HD800...the most painfully flaw finding headphone there is. And even Bifrost is great with it. But it can do more than that. For the choice between MJ and Lyr, that's a bit more individual a choice. MJ may be technically better in terms of noise floor, or detail, or whatever, but it's not tubes....and Lyr sounds very good...