Could I achieve similar results by putting a bag on my head?
Absolutely, it it had about the same damping properties as a carefully adjusted amount of damping material. You could also wear a burqa or hang a soft towel over your head, under the same assumptions.
Some such solutions would have additional disadvantages, though, like heat etc. And who would be able to concentrate enough to detect subtle sonic differences with a bag thread over the head? (All my experimenting experience tells me: Near impossible).
Thank you all for your contributions to the thread ( even if some of it was far above my head, or outside it if you will).