Grilles ON, every time. Like wearing socks in bed, they preserve that gorgeous warmth, although sometimes my feet can get a bit sweaty, especially in summer unless I use a lighter tog duvet.... What was I talking about? Oh yes, Harbeth grilles. Definitely ON.
I spent decades grappling with speakers that threw out exaggerated and fatiguing treble, the most recent being a pair of B&W first generation 685's. To me, my Harbeths are the Holy Grail of speakers for sound, so I'm not going to upset them my removing the Holy Grilles.
One thing I do wish is that they would offer alternative grille colours. How gorgeous they would look in light beige/gold with black Harbeth logo. They offer alternative wood veneers, so why not alternative grilles, the most visible part of the speaker when listening? But I digress.