Question about the Headless

[Watereaters]

Does anyone actually enjoy fighting them?

I haven't bothered trying to fight them after my first two attempts since I'll run out of Divine Confetti, which is partly why I'm so angry about them, as well as their mechanics being really cheap (curse (terror) on hit and slow mist).

I'm not good at beating difficult bosses in few tries, though I was willing to tough through Lady Butterfly.

[Alexoferith]

Hmm... yes, without confetti, if you cannot perfect parry its attacks everytime, you will be dead very quickly. This is because without confetti, everytime you parry or block its attack, you will suffer massive terror damage. So, 3 to 4 hits and you will be gone.
The benefit of defeating headless, apart from ego and satisfaction, is the reward of a sugar substitute which cost 3 spirit emblems each time when using them. There are 5 headless in the game in total and they don't really have any consequence to the story. So, you can either forget about them or leave them for later. Later as in the sense after you have defeated the true corrupted monk who guards the entrance to the FountainHead District and is a main boss, unless you are going for the Shura ending. Shura ending does not allow you anywhere near the FountainHead District.
By defeating the true corrupted monk, you will be rewarded with an item which results in confetti being available for sale from ALL vendors but at 300 sen each. Not cheap.
The other item that is invaluable for defeating Headless (apart from those under water, there are 2 under water out of the 5 of them). It is the Malcontent, the fully upgraded version of the finger whistle which you will be rewarded after defeating the Guardian Ape. Remeber, it is the fully upgraded version of the finger whistle. The other do not work. Using the malcontent will stun the Headless giving you enough time to put in 5 hits depending your reaction timing. But you can only use the Malcontent on Headless for 3 times. After that, it will have NO effect on the Headless.
One more tactic to use against the Headless is NOT to lock on to them when attacking them. Also RUN (well, you have to run due to the mist effect they give out) around the Headless. I tend to do in clockwise direction myself. And mesh the attack button while running around the Headless. You can put in at least 3 to 5 hits. And if you time it correctly (in terms of running around it and avoiding its attacks), you can literally finish it off. I mean theoretically, you can finish it off using this running in circle tactic to defeat the Headless without any confetti. But I have not got the gut to try it myself.
Finally, the only way to farm confetti is killing those samurai near the antechamber idol. The drop is low. To increase the drop rate, you will need to have the Daemon bell and use a green balloon. But even at normal difficulty, the samurai in this floor are rather difficult and strong, especially the one that are in short. The best time to farm confetti, i.e. fighting them will be after defeating Genichiro as you will be rewarded with the skill that will release smoke after carrying out a deathblow. This makes killing the samurai nearby so so much easier. Hope this help. Good luck and have fun :)