MoData:
After about 2 and a half days of running, things seem to be sounding a lot better now. The shrillness is gone. The Nad's character is coming out (darkness as described by some, the bass), and the speakers are not bright to the point of fatigue anymore.
Just for the record (for posterity), here are the changes I've made since first getting the system 2 days ago. They probably contributed a little, but I'm assuming it was mostly the burn in time that both the brand new Nad 326 and the brand new Monitor Audio Rx6 needed.
a) Changed out the 16 gauge cables and am now using 12 gauge cable instead. (Still cheap cables @ 1.25 a foot).
b) Using a new Arcam rDac for source
c) Moved the speakers and put them on the carpet. (hardwood floors and lots of glass in the room)
d) Put a stuffed couch about 8 feet right in front of the speakers: (to reduce reverberation)
Now, the bass is where it should be, and treble and mid range is where I like it.
I might still go get the 356, but that's so I can put in a turntable. Or I might not. let's see.
Thanks for all your help!
If Zune HD is a media player and you were sending songs directly from it to your amp and you are now using the Arcam DAC in the middle, there is your problem solver. Two days is not long for you to notice a break/burn in change. However, media players sound terrible without any external help.