Audiophiles beware, the other senses are more connected than you think.

[3db]

So if cables are out of the question as tone controls, are Tone Controls OK to engage?
If yes, what do I do with units that do not have tone controls in the signal the path?

If tone controls make the sound more appealing to you, by all means go and do that. Audiophile purists poo-poo the idea but who cares what they think. As long as it makes things more palatable for you in your listening environment, then go for it.