If the speakers are sitting on carpet the grills off have been the way to go for me. Currently my speakers are sitting on laminate flooring so the difference is less. It just sounds like the speaker is pointing right at you with the grills off.
The Acoustic zens i own come with a packing bag. A light black linen cloth protector that goes over the entire speaker for protection. My room isn't treated so it was a surprise to me what the speaker sounded like with the bag on while playing. It wasn't bad at all, not muffled or stale in high freq. It appeared to disperse any sound that was building up around the entire speaker. Sort of an entire speaker grill thing.
