Adding ReplayGain after encoding would only help if you installed Rockbox on the X5, since any available ReplayGain scanner just adds the corresponding tags to the Vorbis Comments instead of manipulating the waveform itself. In my knowledge no hardware device, including the X5, natively reads these tags.
An alternative would be the way I sort this problem out by myself. My Trekstor i.Beat organix isn't supported by Rockbox, hence I simply apply ReplayGain in track/radio mode during encoding. Unlike the option mentioned above the scanner actually modifies the waveform while applying the gain this way, making the volume change compatible to any available hardware player. Both foobar2000 and john33's
OggDropXPd (download an appropriate SSE build from the linked site) are able to apply this change, the former does so by checking the ReplayGain option in its converter (the one with the warning that this change was irreversible, not the one which scans the files after encoding), OggDropXPd can use the ReplayGain tags of FLAC input files to scale the resulting Vorbis ones. Please note that this way of applying ReplayGain should only be used for files which are meant to be played back by hardware devices since there's no possibility to return to the original values.
I'd recommend you to simply rip your whole CD collection to a FLAC archive with ReplayGain tags being added to their Vorbis Comments, then you can choose to convert these files to Vorbis either by using foobar's converter or OggDropXPd with track/radio ReplayGain being irreversibly applied to them. Foobar's results will be a little more exact, because OggDropXPd uses the losslessly compressed files' ReplayGain tags as a base for the volume manipulation, which slightly differ from the ones of lossy files. My personal observations revealed that this difference usually constitutes a few tenths of a dB, hence it doesn't really matter in practice.
Personally I'd recommend going for Rockbox, since it would allow you to create a Vorbis collection without applying any irreversible volume modifications to it, making it suitable for both PC and X5 playback. Foobar's ReplayGain scanner will do this job quickly and painlessly. If you preferred going for the alternative instead, do so as described above, without having to process the files using the mentioned WAV Volume Balancer first.