Kensetsu - Give it some time on the highs. As I think I noted above, I went from Vandersteens to the Harbeths and thought the Harbeths sounded a bit rolled off at first. After a couple of months, that concern vanished completely, and I realized I was hearing all the highs I needed.
I think I also noted that I'm working into an Essex sub. I think that was the day I actually unpacked the Essex. Tentatively, I'm now inclined to say that a sub is a nice thing to have with the M30's. It just takes a while to figure out how to integrate.
Lastly, assuming you have the set-up, try some vinyl. Vinyl and M30's were made for each other. All the wonderful detail and timbres...oh, man, what music! Have fun!