Sorry in advance for the long post, this is something I've done a lot of looking into.
That's actually a real tough problem there. Its really hard to find headsets that are set up with XLR connectors (since most are designed for wireless), and then when you find them, they are usually not of the greatest quality. There is a huge jump from cheap headsets with XLR termination from audio technica (you can find for under 300USD), and ones that will give you broadcast quality signal like the DPA 4034 (retails for a little under 1900USD). The best middle of the road I have found is the Countryman E6i which is around 470 ameros, which is like 360 euros, but the audio will not be as good as a regular condenser for half that price. You are paying for the small size more that the quality.
The reason I know all this is because it has been something that has come up for us here at Geawire in the production of our Crosstalk program. Time after time we keep on going with the close handheld mics on stands though. There are many reasons why they work the best for shows like Crosstalk. Instead of listing them I will just cite the use of only handheld and stand-mounted mics for the Howard Stern Show (I'm not a fan BTW). It is the single most efficient way to get broadcast quality audio. Of course everyone on crosstalk is a musician, not an actor, so it may not be the best solution for you.
Buying mics without knowing if it will give you what you want is one of the most dangerous things you can do since you normally can't return a mic that you have tried out because of health issues. So I would actually recommend going a different route. It'll cost a bit more, but at least you can get your money back if it doesn't do what you want it to do.
The Aphex model 230 was made for situations like yours, where the subject doesn't have great mic technique. We have a video where the prez of aphex explains it up here:
http://www.gearwire.com/aphex2.html
Of course it will cost more like 540 euros but at least you can return it if you don't like it.