Far too much over-thinking here, I'd say. Any decent (for whatever definition of 'decent'...) pair of headphones would be fine. It won't, and will never, sound like a guitar playing in the room (and that will change, depending on the room...), so define your 'decent' and play away. For reference, my 'phones, used for every thing from listening to ISIHAC on R4, mixing whatever genre I'm working on (along with other monitoring methods...), playing guitar, bass, keys etc are Superlux HD669, 32€ from Thomann. Your 'decent' may be different, but not by much, I'd suggest. Hope this helps.
Douglas