I use mine without grilles and I heard a definite improvement for removing the velcro from the speakers (I ship you not!)
I'm sure you did David,
Have you tried putting a small square of blue paper under one foot of your source/pre/power amps you may hear a definite improvement also, (Mr Belt).
I tried this as a joke on a friend once sometime back. We listened to my system for a couple of hours, I then asked him to go and make a cuppa whilst I carried out a small mod, (didn't tell him what).
I then placed previously prepared squares of blue paper under one foot of all the electronics.
When we started listening again he said "Wow what did you do? That's amazing.
It was total nonsense of course, but it proved to me that the psychological effect of thinking you have changed something, can have a (probably temporary) effect on what you hear.
I'm sure you know your own mind when it comes to listening to your system David, and if that is better for you, then great, stick with it. Have you tried putting the Velcro back on though and listening again?
I've changed things on my system and thought "that's better", only to change back a few weeks later and think "nah definitely better as it was".
Funny old game this Hi-fi malarkey.