The short answer is yes, you will certainly appreciate the difference between a dedicated head-amp, and the op-amp on the head section of your integrated. Whether it is worth the investment is up to you. I have a Portal Panache, that has a reputation of having an excellent headphone stage, which it does. Yet I much prefer my cans amplifed by my Berning Micro-ZOTL. It is smoother, easier to listen to in every way, more holographic and natural sounding. Just like any link in the chains, synergy is something you should be considering in choosing an amp for your headphones. I'd research your particular headphones and see what others like with them. I'm using Sony MDR3000's which are quite different from your Grados. Headphones are pretty unforgiving, as you can imagine, you hear every nuance. If you plan on listening allot to phones, the head-amp is a good idea. If it is just a secondary, occasional distraction, the integrated amp may be all you need.
Marco