I have owned a Fiio X3ii for just under a month.  I have had no issues at all with the scroll wheel, I find its use intuitive and it makes navigating through folders/songs a breeze.  When I was reading reviews etc. of Fiio prior to buying,  I came across the various negative views on the scroll...

This has happened to me with other external devices plugged into the Mac.  You have to remember to empty the "waste basket" on the Mac before you remove the device, otherwise the files remain "hidden" in the .trashes folder and the space is not freed up on the device.