I have this exact setup - DT770 Pro 250 ohm with the E17 and the older E9 desktop amp. As you indicated, the E17 does a great job with the DT770 250 ohm cans all by itself, but I took the plunge and bought the E9 as well. Note that I picked mine up almost a full year ago before the updated E09K began shipping. The desktop amp (E9 in my case) definitely drives the DT770s easier, but I'll admit to not hearing a lot of difference between it and the E17 by itself. I often use the E9 with the E17 docked so I can use the USB input - you must dock the E17 if you want to use the USB input on the E9 (or newer E09K).
When listening with just the E17, I typically have the volume at between 40 - 50 out of 60. When using the E9, the volume knob is anywhere from 1/3 - 2/3rds of full range. It really depends on the music I'm listening to - some music just demands more volume, while other music is best enjoyed at a much more subtle level.
I've been debating on whether I want to sell my E9 and upgrade to the newer E09K, but I personally don't think I'll benefit from it much. If I'm going to upgrade my desktop amp, I'll probably go with something much higher end like the Darkvoice 339. Mainly because I'm still looking at upgrading my cans to either the Sennheiser HD800 or the Beyerdynamic T1. Both of those will benefit from a better desktop amp than the Fiio E9.
Let me know if you have any specific questions and I'll try to answer them.