My adult Jersey will not tolerate a halter of any kind, and I could not make a pony head collar fit her no matter how I adjusted it. You can get leather or nylon ones made specifically for cattle. (She accepts a neck collar, to be tied up for milking, but wouldn't accept anything on her face.)
I've found it best to halter train the calves when they're too small to be able to pull away from you

. With a bit of 'pressure and release' at an early age, they seem to be happy to be haltered and led for the rest of their lives. I've just used the simple rope halters thus far, though if leading by halter came to be something we did routinely, I would get the webbing head collar type.