Love the advice you give here.
I do try to do all these things when doing almost anything that requires a lot of time.
Mostly just for my sanity...
What I find particularly difficult is when I do get it sounding good through one medium, a headset, then I try speakers and it's off in someway.
You tweak it to sound good on the speakers now the headset sounds off, or vice versa, or whatever combination of things.
It's tough learning on your own without a hands on teacher, at least for me that's how I always learned things the best.
Haha, yeah the good ol' dilemma...
Here's how to approach that.
A mix (for example), is never going to 'sound good' on a phone or such, so we're not mixing with the aim of 'making it sound good' on those playback devices.
What we're trying to do, is identify what may be too much, or moreso what might be getting lost.
Example, you've done your mix, your delay effect is set... you go and listen to it on phone or such and the delay effect completely disappears. What you might take from this is to increase the delay a bit so you can hear it on those devices, heading back to your main monitoring device it should still sound good. It just means when people listen on phone or earpods or whatever, they don't lose a key piece of emotion from the mix.
Example, going to those devices, maybe you can't hear the kick anymore. So you may have to do some slight eq or whatever to make the kick identifiable on those devices, it shouldn't really impact the kick going back to your main monitoring. In the sense it should still sound fine.
If your changes on one device make it bad on the original device, then you may have done too much or the wrong thing.
What I'm going to say now is just me speculating, it could be that maybe the mix was quite off in the first instance, that the changes to address other playback devices are why it's too bad an impact on the other device; this could just be about experience and quality of your monitoring system/environment.
The more experience you get with this, and more subtle and nuanced these things can be --- some pros still blow me away with what they hear.
But for example, one of my buddies on the ill, who is decent, i did some small mix change for them, giving them the mix back they were like 'wtf did you change?' then i pointed it out, and they were like 'wait wtf', it's a small thing, but can be quite significant. The deeper you get into it the more you notice. But whilst you and your mixes are getting better, so are your ears, so you'll probably still be hearing issues in your mix, but just that actually it's miles better than your years ago mix.