It's possible. I haven't used the CEntrance DACport Slim, but it looks promising. After looking it up I would set the DAC to the high gain setting and drop the volume lower.

And the Grado's look like a good set of headphones.

I would try listening to The King's Singers, which is an A Capella voice group that sings classical music. I can pick out individual voices in space from recordings that were recorded in the late 1980's. A good DAC won't smear them in space, and you can "lock on" to a voice and hear the tonal quality of it individually as if they were standing in front of you.