Your grills look better than stock too by the way. Nice

I think it's the same mesh type as what's used on HE Jades (at least one of the earlier versions), although the source of the mesh in my case is from a dollarama garbage bin. A couple others on HeadFi HE400 thread have also successfully done the same mod with very happy impressions.

Too bad the HE5s are glued in.

Glue is why God created hair dryers. 

I didn't notice much difference when I took my HE500's grills off.  But I didn't really spend much time with it. 

Jerg, you should put some kind of speaker cloth or women's panties on the inside of that grill for dust and dirt protection.  You don't want to get particles into the driver, you'll get rattles from them bouncing around on the diaphragm and could permanently ruin the phones unless you can take the driver apart completely.  And it won't take long for that to happen with them open like that. 

I didn't notice much difference when I took my HE500's grills off.  But I didn't really spend much time with it. 

Jerg, you should put some kind of speaker cloth or women's panties on the inside of that grill for dust and dirt protection.  You don't want to get particles into the driver, you'll get rattles from them bouncing around on the diaphragm and could permanently ruin the phones unless you can take the driver apart completely.  And it won't take long for that to happen with them open like that.

A previous rendition of my grills mod used to have fabric on the inside, but it still imposed too much of a "closed-in" effect on the sound for me to justify having it. I only use these cans at home so other than dust in the air, I don't see anything else floating around into the drivers...I used to be paranoid about that but later just didn't bother.

The effects that you aren't noticing are subtle in the sense that they don't change anything about how the sound signature sounds, but rather it's a significant effect on the "clean-ness" / "open-ness" of the sound. How you can easily gauge the effect is to just play pink noise through the unit while they are on your head, and hover the material-in-question in and out the grill opening area to see the effect it has on the pink noise.

Cloth removal was a nice improvement on the HE5-LE... I doubt the cloth is ever going back in now.  But you're talking grills here, right.... interesting.

Trust me, the stock steel grills impose a MUCH bigger negative effect on the sound than the speaker cloth on those grills. Actually don't trust my words, instead you could test it by the simple method outlined above with pink noise and such.