I will start off this post by stating that it is amazing that Fiio was able to supply not one but two screen protectors with a $200 device when most vendors don't give you any regardless of how much it costs.
That said, I am a bit picky with my screen protectors, so I asked the nice folks at XOSkins (one of the best vendors IMO - read some reviews) to make one for the X3. They sent me the prototype and I am very happy with it. Main advantage over the Fiio model IMO is that the XO protector resists fingerprint smudges much better. It is also less prone to glare, though that is subjective. Lastly it is likely to be more durable though how much that matters with a non-touch screen device...
Anyway, if you would like to upgrade, here is the link.
If you are happy with the Fiio protector, please ignore this post