Hi TOMMO,
I was going to reply earlier to your question, but not having heard any of the equipment you are asking about,
I didn't feel it was my place.
However, I agree with Killahertz, on this.
You might hear an improvement with a separate headphone amp or you might not.
The issue is whether the Audiolab can provide the current needed by low impedance phones like Grados.
If it struggles, particularly with Bass power and control, that could be a sign of not having enough current.
An amp could help if that's the case, but be wary of cheaper end ones, as they are often a fairly simple
op-amp based circuit, which is more likely to have problems providing enough current.
Most equipment manufacturers don't invest much time or money into their headphone stages,
so a separate headphone amp is often necessary to get the best sound, but some do care enough
to provide fairly respectable headphone outputs.
Hope that helps.