An improved set of guiding-centre equations, expanded to one order higher in Larmor radius than usually written for guiding-centre codes, are derived for curvilinear flux coordinates and implemented into the orbit following code VENUS-LEVIS. Aside from greatly improving the correspondence between guiding-centre and full particle trajectories, the most important effect of the additional Larmor radius corrections is to modify the definition of the guiding-centre's parallel velocity via the so-called Banos drift. The correct treatment of the guiding-centre push-forward with the Banos term leads to an anisotropic shift in the phase-space distribution of guiding-centres, consistent with the well-known magnetization term. The consequence of these higher order terms are quantified in three cases where energetic ions are usually followed with standard guiding-centre equations: (1) neutral beam injection in a MAST-like low aspect-ratio spherical equilibrium where the fast ion driven current is significantly larger with respect to previous calculations, (2) fast ion losses due to resonant magnetic perturbations where a lower lost fraction and a better confinement is confirmed, (3) alpha particles in the ripple field of the European DEMO where the effect is found to be marginal.