I used the 10, 15, and 20dB attenuators with the MK1. They improved the sound in some ways (tighter, more focused) but not in others (drier, a bit thinner) with my previous DAC, the Buffalo32s. I generally found that the attenuators are DAC-dependent, but in most cases improve the sound overall. I didn't try them with the MK2 or MK3. However, John told me that he's heard some benefit from using a 20dB attenuator on the MK3. YMMV.
BTW, I don't feel the need to use attenuators with the MK3. It sounds perfect the way it is (which I can't say for any other transport before it).
If the MK3's SPDIF signal is in spec, using an attenuator will reduce the signal below spec, creating its own problems, no?
Was your DAC able to lock the signal with the 20dB attenuator on?