Is it a good idea to open up a sealed bearing?
Yes, you can pop the side of the bearing with a jewelers screwdriver or similar, clean them out and regrease them, preferably with waterproof boat grease. Be careful, as the loose balls often fall out of the cage very easily. It's best to do this when they are new, replacing the standard grease with boat grease. if your headset is a bit crunchy now, it's probably had it, but you've got nothing to lose by trying to clean it up.
When buying headsets I like to get something for which you can buy replacement bearings separate from the headset, such as FSA.