Hiya Jarnesque,
First of all concerning the Shures - as far as I know balanced armature drivers don't benefit from burn-in as some dynamic drivers do. It's more a case of getting used to the sound and more importantly choosing the correct fitting tips.
Secondly, the Grados may benefit from around 100 hours or more. But to be totally honest, I didn't hear a great deal of difference in my 125's over time, they may have smoothed out a little but I can't really be sure.
One thing that does make a difference to the sound is the fitting of the ear-pads, try gently washing them in some soapy water. This should soften them up a little, allowing a better fit.
Hope this is some help to you!