The grills probably have some effect on transparency, so I leave them off. Besides, they look better without them.
I'm just about ready to get rid of my ES250s for another pair of Beta 50s or 20s. Although this goes against traditional schools of thought, I believe that surround speakers should be direct. The belief that surround speakers shouldn't be localized or discrete is BS...I believe that when a surround track is mixed, there is no way that the mixer would be using things like dipoles.
P.S. Is anybody running their ES250s with a 60hz crossover? I'm under the theory that I would get smoother bass response if I used a single crossover point, rather than multiple ones. 60hz is just fine for the 50 and 360 front stage, but the manual actually recommends 80hz or above for the 250s.