C560 First Officer reported the Captain taxied underneath the wing of a large jet aircraft instead of following the FBO's instruction to taxi around the jet.

Narrative

We were flying into ZZZ from ZZZZ and needed to clear customs to then pick up passengers. When switched over to tower we advised them we needed to go to the customs ramp; they replied that we would go to the FBO Ramp and the customs agent would come to clear us there. We went to the FBO ramp and waited to be cleared; at around 30 minutes of waiting we called ops to clarify that customs knew we were there and waiting. On this call; ops said that the agent was on his way over. After another 30 minutes or so we called ops back to check on the status; they then confirmed that we in fact needed to taxi over to the customs ramp on the other side of the field to clear. We taxied over and cleared customs. Upon finishing with customs and starting back up to taxi back over to FBO ground informed us that we were parked in the way of an A320 that was trying to get to its parking stand (either X or Y). They told us to turn around and taxi around the outside of the 320 ( Imagine ramp with jetbridges; then the 320; and to the outside of the 320 was the taxiway). I confirmed with ground that we would taxi to the outside of the 320; however; the Captain decided to taxi between the 320 and the ramp area; our left wing was underneath the wing of the 320 and our right wing was maybe 3-4 feet from a set of moveable stairs. By the time it was clear he didn't intend to follow grounds instructions; it was too late for me to say anything to stop him so I made sure the right wing was clear to proceed. On the other side ground observed that we had not done as instructed and gave us a new taxi clearance. I believe this was unsafe decision-making as we had a clear and open path on the far side of the 320 that did not put us at risk of hitting other planes or ground equipment. Suggestions: Follow the ground controllers direction to taxi around the outside of the 320 and not put the aircraft at undue risk of hitting other aircraft or ground equipment.