This should be easy but isn't.

Took a look at the Bluetooth Transmitter Microphones on Amazon.That will give you an idea for what you'll need to make this work..Good luck..

Hi.Do you already have a wireless microphone?If yes,does it have external speaker jack or any jacks for external equipment..If NO,search Amazon for Bluetooth Transmitter Microphone..

First off,what is the EXACT Make & Model of the microphone & headphones you want to transmit to?
 It sounds like your microphone has a built in TRANSMITTER that sends the signal to a Bluetooth RECEIVER(USB dongle).
 The Bluetooth headphones need to be paired to a stereo SO they must also contain a BT RECEIVER,with the stereo acting as the TRANSMITTER.
 Let me look at information on the mic & headphones & I'll get back to you..

That is incorrect UNLESS the Microphone/Transmitter does NOT accept multiple device connections.Check the specs for the microphone thoroughly under "pairing"..This will tell you if you can pair multiple devices.