Is the Yamaha P-125 still worth buying used?

Yes, if you can find one for under $400 in good condition. It remains one of the most reliable digital pianos ever built. However, if the price approaches $500, you are better off looking at a new Yamaha P-145 or P-225.

Does the Roland FP-30X have better keys than the P-125?

Subjectively, yes. The Roland PHA-4 action features "Escapement" (the little click felt on acoustic pianos) and a simulated ivory feel. The Yamaha GHS action is reliable but feels more "plastic" and less substantial.

Can I connect headphones to both?

Yes, both feature dual headphone jacks. The Roland has both 1/4" and 3.5mm jacks, while the P-125 has two 1/4" jacks.

Which one is better for learning with apps like Simply Piano?

The Roland FP-30X is better because it has built-in Bluetooth MIDI. You can connect to your tablet wirelessly. The P-125 requires a USB "Camera Connection Kit" adapter and a cable to connect to an iPad.