7 watt tube amp as headphone amp?

I have a Heathkit A-7 I'm thinking I'd like to use as a headphone amp if possible. It has 7 watts output and 4, 8, 16 ohm connections. Grado's lower-end headphones are 32 ohms. Will connecting 32 ohm headphones to the 16 ohm output be "bad" for the amp? Do I need to keep the volume extremely low so I don't blow the headphones? Is this a generally bad idea?
The problem will be that the grado is terminated in a 1/4" phone plug or a 1/8" mini plug. The outputs on the Heathkit are likely to be speaker outs, they way you have described them. You will need an adapter. ASL sells one and I am sure there are others. It won't hurt the headphones and it will probably be best on the 16 ohm tap, but you can experiment.
Great, thanks Swampwalker. Anyone else?
I've got a great little adaptor that's cheap. It matches impedance and still has speaker outs if you like. The only catch is that you have to use banana's for the speaker leads.