Honestly, are there any IEMs to replace the HD800s? For natural and soundstage? If so, then IEMs seems more practical.
In my experience soundstage and transparency of HD800s is very good, not many other headphones on the same level.
IEMs will probably always have smaller soundstage, but since you play games good IEMs may have great imaging that can help you pinpoint enemies better.
You should just buy IEMs if you need it for comfort and portability or you crave another flavor, your headphones are already great.