If you can't or don't want to spend a ton, I got these off Amazon and they were great: https://www.amazon.com/Soundcore-Cancelling-Headphones-Wireless-Bluetooth/dp/B07NM3RSRQ/ref=sr_1_3?crid=2PJYH2K7OXEBQ&dchild=1&keywords=anker+noise+cancelling+headphones&qid=1594129534&sprefix=anker+noise+can%2Caps%2C486&sr=8-3
The noise-canceling function is excellent. Probably not as good as the super-expensive Sony or Bose headphones, but they blocked out all background noise. I could still hear a fire alarm the one or two times it happened, but I think that's a good thing...?
The Sennheiser HD 58X is supposed to be amazing for games like this.
I'm currently using these Bose headphones and they're great.
https://www.amazon.com/dp/B0117RGD0K/ref=cm_sw_r_cp_apa_i_qXBpFbNR0BAC7
I also have these Soundcore's I got on sale and they're just as good as the Bose imo if youre on a budget. Buletooth isn't as great however.
https://www.amazon.com/dp/B07NM3RSRQ/ref=cm_sw_r_cp_apa_i_uYBpFbVSJ56RV