There is an App for that! Yes, even headphones, and it’s called “Sony Headphones Connect".
First thing this app did is to tell me to upgrade the firmware. Why not, I figured?
Updating took a long time. The batteries were fresh when I started this 100%, at the end of it, the battery level indicated 0%. As far as I can tell, I cannot keep the headphones charged and be connected to BT at the same time. It’s one or the other. Worried to think what happens when the battery falls flat during the firmware upgrade.
Hopefully subsequent updates will not be as time consuming. This is something Sony really need to look into.