ATC Speakers...Do you use them with Grill On/Off

Hi,
I recently bought a pair of ATC SCM40 speakers. I am using it in a room of about 180sqft. Listening distance is about 8 ft.
I use a Symphonic Line Power Amp with them. The Power amp is very revealing and extended on both ends. Paired with ATC, I am getting very high resolution tones but I also feel that when I listen with the Grills off, here are some issues I see:

1. I get some direct sounds from the Tweeter and Midrange (its a three way speaker) which doesnt allow the speaker to dissappear completely

2. Even though I hear more detail with the grills off, I also find sometimes the sound is not relaxed, its a bit sharp

With Grills On...problem (1) is almost solved.
Problem (2) is solved to a good extent if not fully but it happens at the cost of a little loss in resolution. The leading edges are slightly less prominent. But surprisingly I find it more musically right when its playing with the Grills On. I am wondering what ATC recommends and what other ATC owners have experienced in this regard.

Is it that, since I use a very revealing amp along with a very revealing speaker I am facing this situation ?
What kind of cables are generally preferred with ATC ?