Do I need to worry about attacks on our Firewall?

If you are actively monitoring your own Firewall and identify a suspicious connection attempt from a low-reputation IP, there are several options available for managing the situation. 

Individually adding IPs to a block-list is not an effective strategy as reactively blocking an IP would likely be too late to have an effect by the time the block is in place.  Once it is, there is also a never ending stream of alternative IPs that could be used to attack your threat surface instead..

Proactively protecting your network is much more effective.  For all access over a common port such as 22 (SSH) you could instead block everything except those IPs that are trusted.  

You can also consider putting in place a VPN to access services on your network.

Field Effect does monitor for suspicious and low-reputation connections but only once inside your network.