You should just get some electrostatics -- if they don't learn with one jolt, the problem will still be fixed.
No, seriously, I love cats, would never do that to them.
The problem is, if they can get to just below the speaker, then they can get to the speaker (I presume that is what you're thinking -- having a Kitty Condo type thing underneath the speaker?). So your best bet is the first option by itself. Although I don't like not having the speakers flush with the edges.
You're probably going to need the speaker grills anyway.