I would EQ with the miniDSP first, dial it in using Pioneer's Pure Direct mode, then run MCACC. MCACC has a limited set of filters so the idea is to take some of the "load" off the AVR and move it to the dedicated DSP in the miniDSP. It seems to me the most popular use of miniDSP with Pioneer equipment has been to EQ the bass region, so you might consider using the unit to EQ L/R and sub(s). Thus if I had a four-channel miniDSP and one sub I would EQ L/R/C/sub.
And not sure what idea I am not a fan of? The miniDSP sounds cool. As for amplifiers, IME/IMO most people who buy external amplifiers don't really need them, but that's a personal decision. I have them, had them before getting my Pioneer, and have inefficient 4-ohm speakers. With my previous AVR the amp made a difference; not that I noticed with the Pioneer. If I had the Pio first I probably would not have the amps. However, barring an easy loopback scheme, it is hard to add a signal processor in-line anymore (receivers used to have tape loops and preamp in/out connectors, not so much now).
FWIWFM, IME/IMO, my 0.000001 cents (microcent), etc. - Don
"After silence, that which best expresses the inexpressible, is music" - Aldous Huxley