Different Manufactures recommend differently. VMPS actually recommends removing the grills for critical listening. I don't know about you, but to me, all listening is critical. I have no children so I usually always leave the grills off. Besides, It's more enjoyable to look at the speakers.
How grills affect?
I've purchased grills for my Totem Forest speakers to keep my little boy's hands away from the drivers. Somehow I've realized that the grills didn't degrade the sound but even otherwise. How did that happen? Please share your experiences.