I find some of the harsh ultra-high end shows up more in headphones where normally a room would cancel some of it.  Also, without a room, the tone can sound very thin and sterile/dead because there's no natural reverb.

For the high-end, try using a Mid-Focus EQ.  You'd want something like HP freq 0%, HP Q 60%, LP freq 85%, LP Q 0%.  The High Pass basically does nothing with those settings, but the Low Pass gradually rolls off the highs.  I find that effectively rolls off the high-end, especially for the SM57 on axis mic.  Also, Gain does nothing as far as EQ'ing goes - it just sets the output level.  I use it to set the final output level of my patches.

For thickening up the tone without adding too much of a space sound (like using E.R. or a Reverb effect), I boost the Decay parameter in the Cab DEP's.  I often move this up to about 70%.

One other thing to keep in mind is that if there's any clipping in your signal chain, it may be much less apparent in a room than in headphones.  Be sure you're not boosting your amp's Ch. Vol (VOLUME knob on the unit itself) too high.  I keep mine at 50% or less.  With higher values, you can clip EQ effects behind the amp, or max out the Pod's internal digital resolution.