My solution is an easy one and as far as I can tell the best. I have tried most of the ANR sets on the market and found them all to fall over with either wind on the mic or sunglasses breaking the ear seal.
Get a set of small earbud with a good seal - sony models all work well. The buy an adapter to change the large plug on the panel to the small female jack the headsets expect (3.5mm plug to 2.5mm socket)
Put your regular headset over your ears when you already have the bud headsets on. Don't connect the headset audio jack just use the buds to hear. Both the main headset and the buds provide great protection and the bud deliver clear sound at low volumes.
If your panel is mono then either a new stereo panel jack is needed with L and R both fed from the one line from the radio / intercom or do what I did and solder up a plug and jack that converts the size and mono to stero in one go.
I fly this setup in a very loud and windy open cockpit a *lot* and am very happy with no longer going deaf after each flight!