Nautilus 805 setup question

Just got a pair of 805's and while fiddling around with placement, etc. I noticed that removing the grilles seems to improve clarity a little bit, but at the same time the speakers tend to reveal their position much easier; the soundstage is thus "distorted" left (speaker), right (speaker) and center become somehow "source points" instead of an evenly distributed soundstage in front of the listener. To make a long story short, the speakers don't "dissapear" so well anymore.
So is it grilles on or off? Similar experiences? any advice on tweaking/setup is also welcome.
Thanks