The drivers in the Custom One Pro are very low impedance, and part of their design philosophy was that they could be driven by just about any piece of equipment. So unless you’re getting case noise/hiss/having volume issues with your on-board sound, you really won’t notice a dramatic improvement buying a new amplifier.
Unless you need the features/inputs of an external amp, I’d recommend sticking with your current setup! It’s pretty easy to feel like there’s a huge difference at first, but it usually comes down to placebo, and most motherboards from the last 5–8 years have pretty good audio components.
I’ve never used any of Fiio’s products, so I can’t comment personally on their quality, but they’re usually pretty highly rated!
The main benefits of amps, outside of raw power, are their set of inputs/outputs and optional features. If you’re not having a volume issue or hiss from your computer parts interfering, again, I’d personally hold off. This is part of why I’ve only purchased 3 small amps in my whole life. The hardware inside my laptop is plenty, and my 2017 motherboard has decent audio as well.
This recent reddit thread was a great read on all of this, and echoes my experience especially with lower impedance headphones. It’s hard to hear more than about a 10 percent difference, usually. Amps are designed to present the sound as accurately as possible. Even the cheap ones.
Oh wow, I wasn’t expecting that to post the entire first post. Anyway! Thanks for reading and for the question!