It depends on what you are looking for in terms of “improvement”. The presentation between the two brands are very different. In my experience, the May is a bit more forward, and can be just a tad brash up top. Lampi on the other hand starts on the warmer and not as resolving side, despite having a more magical midrange.
To match the resolution of the May, you can likely get a Baltic 4 and invest about $1K-2K into tubes, and you might get similar resolution with a sweeter top end and better midrange magic. The Golden Atlantic TRP with premium tubes would sound even better, and more linear.