This will generally depend on your headphones. You may want to try something like the Extreme Iso headphones from Direct Sound http://www.extremeheadphones.com/
At times I’ve also switched to using in-ear buds to cut down on the leakage. In truly desperate situations I’d say to throw in ear buds, and if they are leaking, throw over-ear headphones (not connected) on over them to try cut down on the leakage from the ear buds. I hope this is helpful and happy recording!