Nice job on packaging up that build bmw. I was wondering how you were going to fit the heatsink for the heater reg. But you went ahead and attached to the box. Good idea.
The switch is supposed to be lit when ON. This probably means that the power connections to the switch are reversed? Which would mean that my wiring diagram on the website is incorrect. I haven't wired the light because I don't want to have the extra illumination and so haven't verified the wiring.
You can adjust the O/P current anytime, tubes or no tubes, but I recommend removing the headphones first.
You might hear differences when you change the tail current because the idle current is so low. But, to keep the tube stage working properly you'll have to adjust R4 to drop 18V for whatever value of current you choose.
Right now the tail current is 2mA making each triode pass 1mA. !8V, obviously, means 18k at 1mA. If you adjust the tail current to 4mA you'll have 2mA in each triode and you'll need 8k5 (or close) to get the right plate voltage.
Alternatively you can use the 18V zener as shown on the website. Then the plate voltage will be independent of tail current. You may, however, hear zener noise.
You don't really need a grid bias equal to the maximum peak voltage of your input signal. This is because the common cathode input stage has some amount of negative feedback applied. You can probably get away with as low as 300mV before you'll start having problems.
The data sheets for tubes are notoriously bad at these low voltage low current conditions. Often the curves were extended from the actual data points using French curves. Having said that you can try to use the curves to figure out where the bias will be. It will be different for each different tube type and different for tubes of the same type. Don't forget that you can increase the B+ to over 90V. This will help to increase the cathode bias voltage for a given current.
If you don't want to look at the plate curves then just try it and measure the cathode voltage. If it is above 300mV you're probably ok. If not, you'll hear it pretty quickly.
Tube rolling - I have noticed that the 6922/6dj8/8416 tubes have a more tubey sound and better bass compared to the 12au7s types. Also, with your super heater supply you can try those 6n1ps and 12bh7s. I have no idea what they sound like.