@HRDSTL
The VRDN is a textbook application of the LM317/337 3-terminal adjustable voltage regulator, with an optional "de-noiser" that injects inverted output noise back into the reference terminal of the regulator to - how best to describe this? - boost the effective feedback of the regulator IC? The principle seems sound, but, as always, instabilities become an increasing concern when you try to dial up feedback loops past their original design point. Presumably, Bob Dobkin knew the limits when he developed the LM317 back in 1976. The cost of going beyond the original design is unclear.
So your options are VRDN with Z-reg omitted, or Rectified AC + Z-reg. There is no value in using the Z-reg after the VRDN, which has significantly higher performance.
The guiding philosophy with the Z-reg is that a headphone amp is somewhere intermediate between a line stage and a power amplifier. Generally, line stages use regulated supplies, but unregulated supplies are used in power amplifiers. A relatively common opinion is that voltage regulation doesn't improve the sound of power amplifiers. (In addition to the cost/difficulty/inefficiency involved.) I have found headphone amps to be very sensitive to the power supply, and that both noise and dynamics are affected. Too little and too much regulation both have a negative impact, so I opted for a middle path - simple Zener-based reference with a single transistor pass element.