the pro micro is ok, I have a couple in my bin, but the teensy is on another level from any microcontroller Arduino product that I have used. for one it uses a 32 bit arm microcontroller, default rate of 74Mhz if I recall, I overclock mine to 96Mhz and it still runs great and havent noticed any issues using them for many years overclocked and on continually. You can get an audio codec board for the 3.1-3.2 and even a nice "audio tutorial kit" with everything you need to make a bunch of audio related projects.
I've prototyped granular samplers, loopers, effects, 4op FM synths in hours just using the teensy 3.1 and audio codec thanks to their audio patch editor.. and the community support is awesome, the forum is tons of people talking about any kind of audio / midi projects you could imagine.. and usually people will help you out with figuring out that side of things quite readily.
You can even use them pretty easily as a class compliant audio interface.
The new teensy 3.5 and 3.6 are a bit more expensive but come with a built in SD card and more ADC/DAC IO and higher clock rate.
for sure if you are doing standard firmata or MIDI with a few pot knobs or buttons the arduino pro micro might work just fine. I don't know for sure if it has the same ability to simply flip it in the arduino IDE to connect as a class compliant midi controller as the teensy does.. but if it does let me know, maybe I can find a use for the ones in my bin