You can preview songs independently from the mix that goes through the main speakers (aka pre-cueing) using djay’s Split Output mode, which can be enabled in the settings menu in djay for Android.
All you need is a stereo/mono split cable, and djay will send the master output to the left channel and the cue output to the right channel (which is always the opposite turntable to the one audible through the master channel). You will get a binaural signal for master and pre-cueing, so you will hear sound on both speakers connected to the master channel and in both ears of the headphones connected to the pre-cueing channel.
Where to get a split output adapter
One option that will work as a split output adapter for pre-cueing with djay is the Traktor DJ Cable.