Lose the volume control
I know (if we pretend for a moment there are actually people reading this blog) that many of you will disagree with this post. Fine, disagree. For those of you who are interested in sounding better through your amp, this post is for you. I'll warn you that this goes against common practice:
Ditch the volume control on your mic. It will make you sound better.
It will cause you to be more dynamic. You'll have to develop control of your volume and tone through your breath control, embouchure and hand technique.
It will cause you to turn your amp down. When you turn down a little, your amp can sound the fundamentals of your notes better.
You'll have to find other ways to control the SPL onstage. Get your guitar player to turn the hell down - or get a new one. If the musicians you play with don't understand the value of space and dynamics, you should find better musicians to play with.
You'll learn to play your instrument better without the crutch of a volume control. Your command of your whole instrument (body AND harmonica AND amplifier) improves.
Finally, you'll play softer more of the time, you'll learn to play expressively without being at 9/10ths effort, and you'll respond better - and instantaneously - to subtle dynamic changes during performance.
Then, after you've mastered the rudiments and understand how to control your instrument without it, then see how you feel about a volume control.