Thats really bad advice to use a headphone amp as a volume pot, by pot I mean volume pot as in analog volume control, high quality pot basically you want a pot with no channel imbalance or noise. THD is total harmonic disortion (google it), low level signals are normally really low in THD like 0.00* range nothing to worry about, but amps can get up to 1% and beyond depending on various variables i'm not sure how hard the E11 is being driven being used like that but it might be adding a large amount of THD to the signal, then you got the THD from the A5's amp on top of that by removing the E11 your loose alot of THD and noise from the signal.
This is the passive volume control http://www.custom-hifi-cables.co.uk/home/hifi-components/pp1-passive-preamplifier , just a volume pot in a box nothing more.
The behringer is a mixer so it has other controls and more in and outputs, it does have a headphone jack but i don't know if it's of good quality your probley better of connecting the E11 it the other pre-out.
If you went with the behringer get a stereo ts to stereo rca cable aswell, You would connect your source or whatever input into the rca in, your a5's with the ts to rca cable from the main out TS sockets and fiio E11 with a stereo rca to 3.5mm cable from the rca out sockets and the knob labeled main mix is your volume control. You can have your E11 and a5's connected to it at the same time.