Ben,
The error message is a bit misleading. You actually need the 'linux- headers' package corresponding to the kernel version you want to build for. The 'linux-headers-amd64' package from jessie-backports should always depend on the right package.
thanks, that -- together with Gianfranco's advice regarding dpkg-reconfigure -- did the trick! (Well, at least after installing the correct linux-image -- initially, I accidently had installed 4.5 from unstable...)
Cheers -- Torsten