I'm using Sennheiser HD595, but have to run them at the very lowest volume.
I was thinking of getting some headphones with more impedance to match the apparently pretty powerful output of the rMBP15. Anyone found a good match for the rMBP?
Impedance mostly affects damping factor and frequency response (for high impedance source) and power required to increase volume, but not necessarily the baseline volume.
I think you are looking for a headphone with lower sensitivity here. Sensitivity would affect volume more than impedance. The HD 595 has a sensitivity rating of 112dB at 1mW, so it gets friggin' loud right off the bat without you pumping any extra voltage.
On that note, try the HD 650. It's rated 103dB at 1mW so it won't get too loud, and you can safely max out the volume of your Retina MacBook without setting off the 110dB safety limit of human hearing since the rMBP needs to somehow offset the 300 Ohm impedance of the HD 650 to get that extra 7dB (hint: that requires a hell of a lot of power). HD 650 is also quite a sizable upgrade for your HD 595.