In my wacky rig of the HDP + Icon2 speaker amp + nuforce LPS power supply into the HE-6, I find it a slight step up from the Dacmini PX. On the other hand, that is now a 3 box system (4 if you count my adapter box), as opposed to the single box solution of the Dacmini PX.
Overall I did not find the upgraded power supply with the HDP a *huge* improvement, but synergy as a whole combined with the Icon2 made a more noticeable impact.
It's the internal headphone amp that steps up the most with the PSU upgrade, but the DAC's RCA out is already a step up from the built-in amp and doesn't improve as much. There's less need for improvement when used as a DAC or pre-amp.