Similar to the E-2 question, how would you react to a young 2LT who is being unprofessional with a strong sense of entitlement?

Different approach ... I was a PFC just checking in to a squadron at Cherry Point. I was bogged down with a seabag, and footlocker, headed for the barracks from supply. A 2LT pilot was walking towards me and stopped when I said "Good Morning Sir". He stood in front of me and I realized he was waiting for a salute. I dropped my gear and gave him a crisp salute and he returned it, then grinned and said, "Can I give you a hand with all that stuff?" I served with him for several years after that including Japan. He was the first black officer and pilot I encountered in the USMC. He still has my respect and I think of him often and fondly. He retired as a LtCol.

Really, yo really want to know what any leader would and should do. That LT. Would most definitely wind up in an O6’s office at a minimum.

Simple. Ask him to identify his unit. Next, talk to the unit CO. The LT had his chance...

I'd do my best to make the correction. If the 2LT decided to be an ass about it, I'd "quietly" remind them (at first) that us leaders need to be professional and set the right example for these younger troops. If that still didn't work, then I'd turn up the volume until the problem gets fixed. I'd probably received a DA 4856 about it, but I can live with that if I'm doing what I can to make sure that my peers, seniors, and subordinates know what right looks like and call out wrong when I see it. (I'm writing it this way because it has happened to me a lot, especially while assigned to Fort Wainwright, Alaska and Camp Hovey/Casey, South Korea.)

Introduce him to the CSM?

As an NCO, I would respectfully ask to have a word in private, and then explain to him that having academic courses in leadership does not mean he really leads anything, and that we NCO's can make or break him, and drive home the point that his primary role is to learn how what he learned in school is applied in a practical sense. That a platoons worth of NCO's have a combined 30+ years of experience on working as a team, and practical application of everything he is learning, from property book management, to MOI's, Con-ops, Op-orders, terrain walks, risk assesments. There is really no aspect of his job that at least two, more likely four, of us NCO's have not done.

If this does not work, and help that 2LT remove his head from his fourth point of contact, Then we can go one of two routes. The first, we speak to the Commander. The Second, we allow that 2LT the rope to hang himself. I have found that 2LT's that suffer from Napolean complexes usually hang themselves fairly quick, and get banished to the 3 shop.

WTF?!?!? Shopping with a headset on is against the UCMJ?
Perhaps this guy is talking to his wife about what groceries to buy. Perhaps she usually does the shopping and he is trying to ask his wife about what aisle he needs to look in. WTF is wrong with you people? I'm guessing that working out in a post gym would be the same. I had a CPT at 121 Evac in Yongsan, Korea deny me to question an assault victim because I didn't have my creds (new in country). That didn't work out too well for him. See the difference between Rank and Authority?

I would once again tap him on the shoulder. Wait till he takes his earphones off and remind him that he is not to wear headphones in uniform in public. I would also Get his name, Rank and Service number and his unit. If he listens, I don't need the information, if he doesn't, I will report him to his Commanding Officer forthwith.

I would probably begin to embarrass him at this point by yelling and reminding him/ her that’s why young Soldiers are undisciplined by the piss poor examples they are setting..... but the right thing would probably be to inform his Chain of Command and let them fix the issue.

First, as an enlisted man I would not take it upon myself to correct an officer in that environment. If it were in a combat situation and an officer was putting my life in jeopardy because of his or her unprofessional behavior, I would address it, but not in this situation.