RCA Preouts to Yamaha P2201

Which has 2 XLR's and 2 1/4 "headphone" jacks per channel?

How to best make the connections?
I would suggest using an inexpensive RCA-to-XLR adapter such as this one. In doing that, the "input polarity" switches on the rear of the amp should be set to pin 2 hot.

In many such circumstances using a Jensen transformer, such as their model PI-2RX (same as the PI-2XX except with RCA input connectors), at $210, would be a more ideal approach. However that may be overkill in this case, especially given that the XLR inputs on your amp are specified as being unbalanced. If you run into hum problems due to ground loop issues, however, a transformer such as that one may be a solution to consider.

In general, I consider using XLR connectors to be preferable to 1/4 inch connectors, because I have greater faith in the reliability of the contacts they provide.

-- Al