Advice Needed

Hi, my band uses a mixer with built in amplifier.

I want to use some headphones as in ear monitors for performance, the mixer does not have any headphone connections just a "line out".

Would i be able to run a cable from the line out on the mixer to a headphone amplifier and then the headphones out of headphone amplifier?

Would that work?

Thanks in advance.
Yes. As long as your headphone amp has volume that is exactly the way to do it.
Can anyone recommend a good set of cheap in ear headphones as a starting point. Ive seen the Shure SE215 talked about but thats more than i want to pay at the moment.
Don't know cheap, but Shure SE535 are really quite good for about $350. If it helps, they are so easy to drive you could run them right off your line out with only a trim pot for a volume control. A trim pot is just a variable resistor.
As long as you don't care about looks you could get by with maybe $10 worth of trim pot, plug, jack, and wire. Maybe another $10 for a box. SE535 has a solid 20dB isolation too.