I am okay with the hassle of an extra device so long as the
improvement is readily discernible. I don't have Golden Ears
and don't use spectrographs or whatnot to measure
frequencies. I just want to chill out to some impactful
Classical Music and not worry about it. ;)
There is no one in the world but yourself that can tell you how much improvement can be qualified as 'readily discernible' or 'worth the effort'. There is also the question on whether your headphone actually benefit from the extra power or not. Anyway, here are two things I want to say:
First, O2 is very far ahead of E11 or cmoy.
2nd, get yourself a better headphone first before worrying about amp. Grado is very far from ideal for Classical music.