I try to do grille on grille/offmeasurements(though I do often forget). Usually what I do is run a separate grille off and on measurement to minimize variation with my primary on/off axis sweeps.
The effect does vary quite a bit from speaker to speaker, so I do think it's a somewhat worthwhile endeavor. Most speakers measure worse imo, but for some the effect seems negligible or even improves the sound. Although like
@amirm I do assume that most of the people who care about sound will be using it without a grille - and they do care and are using a grille, it is out of necessity.
Since the effects are usually constrained to high frequencies, maybe amir can just run a quick gated sweep with the grille on and off rather than the full shebang? Not sure how much that affects things logistically.
Some examples of grille on/off. I have not yet tested off-axis with the grille on, which might be interesting to see.
SVS Prime elevation:
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Definitely worse with the grille on.
L100 Classic (blue is not relevant here):
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Small difference that is almost completely fixable with the tuning knobs, although the 3.7Kish dip is a bit steeper. That's with the grille off.
PSB Alpha P5:
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The response might actually be a bit better with the grille on, depending on how sensitive you are to the top octave? The highs seem better balanced overall with the mids, though the 3.5K dip is relatively steeper.