A peak is always worse sounding than a dip.
My recommendation... EQ a peak out and if it dulls to much slowly lower the EQ (after acclimatising for a minute or so) and see where you end up.
Not everyone is bothered by peaks, some don't hear them others are bothered by it.
This is a great advice. I also tune my EQ like this whenever I get a new headphone.
I want to add on top of that, it's hard to arrive on a perfect EQ curve on the first couple of tries. I usually need days or even weeks of acclimatizing my ears to new headphones while tweaking the curve until I land on a curve that just takes out the harshness without dulling out the sound. You also need to listen to a variety of material because not every piece of music will have emphasis on the same part of the spectrum. For example, a big peak in higher treble can be completely concealed when playing old classical recordings, while a major sub-bass roll off could sometimes only be noticeable when playing electronic music.
I suggest starting with looking at a measurement only to get a rough estimate of where the trouble areas could be. After that, listening to a frequency sweep to see if you can actually correlate the measurement with peaks or dips you can actually hear. They are not always apparent or even a problem in actual use. And the sweep might also reveal problematic areas that don't appear in the measurement. After you identified areas that could be problematic, try and correct them with EQ while listening to music you know well and see what effect it gives. Don't be afraid to leave in peaks or dips that you discover that correcting them actually detract from your enjoyment. Sometime deviations from complete flatness can sound nice.
And after that, you probably should leave your system be for a while (I usually try to avoid music until the next day to regain perspective), and when you come back to it see if listening to music with your adjustments still sounds good through rested ears. If not, then keep adjusting and then leave it again, and repeat as much as needed. Until the time comes when you put something on and it just sounds right.