@rwalsh07 - You are correct in not going down the rabbit hole right off the bat. The key is to not start changing too many variables all at once. Otherwise you will be chasing your tail and throwing away money. Give the speakers time to break in. Play with the speaker placement, even if the location/toe/etc. is temporary, just to see how they respond. (i.e. maybe move them further out from the wall or further apart, or closer together, you get the idea.) Maybe some makeshift acoustic treatments on the wall(s). And as you said, let your ear adjust from the KEFs and get used to different sound.
Once you have done that and have a better feel for the MLs, then decide if they are going to work for you. At that point, then you can worry about new speaker cables, or different electronics if you need to.
... just a nickel's worth of advice...
- Jeff.