Tricky. It has to sound good on the studio headphones, but not "perfect", in the sense that it will only sound that good on the headphones themselves. Try not to be too surgical with your mixing, allow imperfections, but still adhere to normal mixing technique and practice.

Make a render, send it to other producers who KNOW what sounds good and have solid monitoring setup, get their feedback and start making your adjustments. It will take weeks or months. You want something that sounds well mixed and musical, but not something that only sounds good in your headphones.

Don't be afraid to saturate different sounds, the right amalgam gets you a warm sounding mix, which is exactly what you want. Another trick is to create main elements that you want to punch through the mix, instead of cramming tons of different stuff, create layers to make it punch through.

Lastly, you're at a psychoacoustic cross-roads. Do your recreational listening of club/dance music on your headphones, spend lots of time doing that, over time your brain will start to understand how the headphones sound, and will automatically compensate or adjust during your mixing/production session.

Getting to know the way your headphones sound isn't always a conscious awareness or observation like "Oh, that frequency stands out more than this one" or "this frequency range sounds like this compared to this other reference", much of it is subconscious, and the only way to take advantage of that assimilating into your workflow is through time.