As you said, you want a warm-sounding Dali, and it is indeed warm-sounding. If it still sounds harsh to you, it might be the room. Position the speaker at least 2 feet from the wall, angle it slightly towards you, and avoid placing your seat near the back walls. Try this setup first before considering acoustic panels. Place your rug between your seat and the speakers. The thickness and cost of the acoustic panels are important; thicker panels provide better absorption and tend to be more expensive, which is ideal. However, you can opt for thinner panels, like 3 cm, but you should double the area compared to the thicker ones.
For bass traps, install them in all four corners from floor to ceiling. Start with the first two on the sides of the front wall, and you can add the other two later. Ensure there are air gaps between the wall and the traps. I'm not certain about the material density; that's more technical. Most bass traps come prefabricated, so you don't have to worry about measurements unless you're building something from scratch.