Always grills off. You don't wear undies when you bring a woman to bed.
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Entirely speaker- and room-dependent, in my experience. Not the same speakers, but my Wilson Benesch Arcs sound the same, grills on or off, so I leave them on for protection. On the other hand, the grills on my BMC Purevox can have a bit of a blanketing effect on the sound so removing them definitely affects the sound. Go with what works, to your ears, in your room.
Any Harbeth that I've owned are made to be used with the grilles intact. This is stated by the designer Alan Shaw. It is very difficult to remove the grilles without using the special tool used for removal. Anytime I see used Harbeths for sale they almost always have a rip on the corner of the grille from careless removal!