My Volca Keys is being put through my Boss ME50b multi FX bass pedal and its working a treat so I dont think you need to boost the signal on the way into your pedals. You generally find that putting synths through guitar pedals increases the volume due to the fact that guitar pick ups are passive and ones that are active still dont send a high volume signal.
Korg gear past and present:- DW6000, DW8000, MicroKorg, MicroKontrol, R3, Nintendo Korg DS10, VolcaKeys.
Other gear presently being used:- Tascam US1800 audio interface, Yamaha QX5, QX21, M Audio radium 49, Fender Precision lyte bass and Boss ME50B fx pedal. Yamaha TX1P, XRI xr300, Boss BX-4 mini mixer.
I've got a lend of a Boss LS2 for weekend. My guitar buddy says it has a 2 output setting where I can send one clean signal and one signal to an effects pedal and they are mixed into one output. You can - apparently - boost or drop the levels on either of the signals.