There are various boards possible in 5820. Generally, pre-Cascade lake, and Cascade lake compatible.

I got 06JWJY motherboard, and I would say that event with Support of Cascade lake, I would not recommend upgrading it. It got serious problems, making Xeon-W class CPU always staying in throttle, which is a permanent performance drop from around -15%, down to full -50% (there is no definite method to measure the performance drop in Current Throttle mode, since that is a low-level cycle NOP throttling method, not well registered by monitoring soft).

https://www.dell.com/community/Precision-Fixed-Workstations/Precision-5820-Xeon-W-2245-Current-EDP-limit-throttling/td-p/7791600/page/4

And yours 0X8DXD seems not compatible with Cascade Lake. However, I've seen opinion that visually all 5820 boards are similar, so 06JWJY is just a minor patch of an older board.

Probably, that may be the reason to its awful performance. So in conclusion, 5820 is a very bad product that should be avoided. Definitely, not for upgrading.

I have the motherboard, 0R23KR, and it is compatible with Kaby and Cascade lake line processors (W-21xx and W-22xx), however that have TDP of up to 140W.
The revision change to A01 did not change the TDP capacity to above 140W. Then, i have full compatibility with W-21XX and only Xeons-W 2235, 2225 and 2223 from Cascade Lake series...

I agree with @Andy812 ,

If it's working and stable (with its original processor), I would not mess with it. 

It's not like this is an After-Market retail motherboard (that comes without a processor, but supports many).

I suggest you use the computer (to do your real work) until it's really not good enough any more. Then, buy (or build) a new one. Aim for mid-to-high-end again.

Dell Precision 5820 Tower Owner's Manual | Dell US