I would start with either the Bowers & Wilkins C5 S2 or the Shure SE215-K or the Sennheiser IE60 In-Ear Headphones. The B&W C5 S2 have a nice clamping loop that lock into the ear and keeps that precious earbud seal if you're moving around at the gym. Depending on what you're listening to, they do tend to be a little on the bass heavy side & the lows are not too great. The Shure SE215-Ks have great sound isolation with full range sound, but are not so great with the precious earbud seal protection. The Sennheiser IE60s don't offer much downside, you do get a better full range of sound with a decent rubber form seal, but they don't offer as much bass like the other two.
If you upgrade from those wireless Jaybirds X2 or the stock earbuds, you will definitely notice the difference with any one of the three above. The only bottle neck will be your S7E, you might need to upgrade to something with a proper DAC to fully complement the sound - V20, V10 or Axon 7. You can get any one of these three IEMs for less than $200.