This info is applicable to the first three 1W models only.
It shouldn't be a problem as long as your headphones are rated to handle the power because the attenuation depends on the impedance of the load.
The power reduction to 25mW or whatever depends on the impedance of the load, be it a speaker cab, headphones or an FX loop it will vary widely.
The 16 ohm output has a larger amplitude signal than the 8 ohm output inherently. A speaker load's impedance is low (usually 16, 8 or 4 ohms) so the level of attenuation will be the maximum.
Some headphones can be higher impedance so the level of attenuation will be less.
FX loop returns are much higher input impedance so the attenuation will really be negligible and there won't actually be much difference between the signal level in 1W mode compared to '0.1W mode'. I will always recommend putting the mode switch to low power though as it places a small resistance in series with the load which may help if the FX loop return has zener protection. The level of the 1W amp's outputs should be within the capability of most decent FX loops though. If in doubt use the 8 ohm output into an FX return as the level is less than the 16 ohm out. In fact, the level of the 8 ohm out should be more than enough for any loop and I would always use that one personally.
I wouldn't really advise using a loop with a level of -10 or -20dBV as this is expecting a very low guitar like signal.
The DSL and JVM use a different circuit for the low power mode and have a 16 ohm output only. The degree of attenuation is not as dependant on the load impedance with these two amps.
