Have you tried some earphones, Dave? If you are concerned about losing audience contact, try the kind that don't block your ears http://www.amazon.com/Apple-MA662G-B-Earbuds-White/dp/B000IK250U or find a review site to find the best of this type...

As they don't seal your ears off, you get a much more 'open' sound, and can still hear the audience clear as a bell. The only thing I would advise is an inline volume control (some earphones have them, some need an extra one added http://www.amazon.com/Koss-155954-VC20-Volume-Control/dp/B00001P4XH so you can run your arranger's outputs nice and high and still be able to turn the headphones up or down independently.

It might allow you to use your Korg more often for quieter gigs...