Headhunter Best Practices for Potential Lateral

Hi all, for all the current PE associates thinking of potentially lateralling or leaving your current job early for a different place, curious to know your approach to dealing with headhunters?

Do you typically ignore all HH emails and only start to respond once you are sure of what types of places you want to lateral to? Or do you typically engage with HHs and talk to them even before deciding just to get a sense of the market.

For banking to PE recruiting, seems like the former approach is more common given how compressed the recruiting timeline is and the need to "impress" HHs to push you for interviews. I'm wondering if it's the same for experienced associate / lateral hires? Given that there's arguably more value to learning the state of the market then since its less structured and less of a need to "impress" the HH...