Been listening to these for a few hours now. At home for an hour. Then took them on my little mass transit trip to a date in the West Village - photo at the bar - and listening to them back at home again.
Tip rolled at home at first. The treble was just a smidge more present than I remembered it from CanJam NYC, so after trying five sets of tips to find a slightly better balance, the Dunu S&S or the Penon Liquer Orange really hit home and I've been rolling with them happily. Will tip roll more but these are an excellent pairing.
Listening to quite a variety of music with these from Indie Rock like Borns and Young the Giant to some jazzy tunes like Medeski, Martin & Wood, to beat driven Indie Pop from a smorgasbord of artists, these really sing with all of them. Haven't gotten to the '90's rock yet or some classic rock. I use the bass boost on the Go Blu for some tracks, it really adds a nice controlled bit of low end to these. Overall these are excellent all rounders to me. A very cohesive and balanced sound overall across all frequencies - dynamic and a nice and punchy bass. I do find the mids quite nice on various male vocals. The treble is crisp and present without going over the edge, at least with the tips I mentioned.
Will keep listening and see how they sound as the honeymoon period wears off. For now I like these better than the Bonneville. I did have a honeymoon period with the Bonneville, but there were some quirks in the mids and treble that reared their head too often. Of course that may happen with the Pilgrim after multiple more hours with them.
EDIT: But have to add, at $399, this should change the game a bit. 5K+ IEM? They should do your laundry, load the dishwasher, and walk the dog comparatively speaking. I have a feeling some other high end brand IEM makers may be sending someone to put a dead horse's head in Lee's bed - bro, you can't do this, we gotta keep fleecing the masses.