I'd use my Shure in-ears any day on plane over big bulky headphones.

I know in CX F it's easy to unplug the provided ones and use your own, but I think you need the 2-pronged adapter.

I can't recall how easy it is on CX J. I do remember that on the old CX F you could break your wrist trying to swap headphones, as the jack was in a very inconvenient location.