preamp or no? if so, which one?

Quad 99 CD-P with volume control and 6 digital inputs has been getting very good reviews. I do not know your price range but the Quad costs $1500.

I switch between passive control box( Audio Synthesis) and active Preamps ( Magic, Pure Magic , Ben Duncan) and they both have their virtues. The best inner detail can be heard on passive. The active seems to add extra dynamics but to lose a little detail. The most important thing is what is the output of your CD player and what is the sensitivity of your power amp? I use amps (Meridian 605s) that take less than a volt for full output. Not all CD players are happy driving a power amp directly no matter what it's specified output is. I would go passive if I did not want to use LPs but careful matching is required. The higher the sensitivity the amp the better.

Try an used Levinson, Wadia or Theta CD player with vol control. All make great combo with Thiel speakers. I used to own a pair of Thiel 3.6.

If you want separate digital front end, there are too many DAC with vol. control to mention.

For a single source system, such as CD only, one very cost effective solution is to mount a pair of tweakaudio.com "EVS Ultimate Attenuators."
One attenuator is physically inserted into the left RCA input jack of your amplifier, the other attenuator into the right RCA input jack. You simply plug your source interconnects directly into the attenuators mounted on the amp inputs.
The retail list price per pair is $350, and the designer, Ric Schultz, will deliver to you a set to match either a tube or a transistor amp.
These only last about thirty seconds before being snapped up when rarely placed for sale used on Audiogon. I was lucky to get mine used on Audiogon, but even at retail list price, you really can't go wrong, either.
If your CD player or DAC is not ideally suited to play directly into an amplifier, then I recommend the SCE Harmonic Recovery Enhancer ( I think I typed it correctly) which for $250 used on Audiogon optimizes signal transfer from any CD source output to any amplifier input, including an input with the Ultimate Attenuators mounted.
The performance without a traditional preamp can be astonishingly transparent, revealing all the potential of your CD source, and amplifier. They have to be components you love to listen to unadorned.

I do have an old version of the EVS attenuator that I used as a backup preamp. The main problem might be insufficient gain and/or impedeance matching with any passive preamp.

Don't know what the sensitivity on the Classe for full output.