That round housing that the grills are on is called the mass air flow sensor or MAF. A key sensor that sends a voltage modulation signal to the ECU to provide one of the key variables in the air-fuel calculation... the beauty of OBDII Engine management.

The plastic "grill" is to straighten the air so the MAF can have a smooth flow of air to over the voltage sensor element (really fine wire like what is inside a light bulb) inside the maf housing.

The second metal screen is to catch any air borne particles in case the paper filters fail or are left out accidentially.

I would suggest NOT removing the grill cause the MAF is very picky and tempermental when the air flow is not straight or has any inconsistancy. Therefore no straightner no good signal to the ecu no good air to fuel ratio calculated.... crappy gas mileage is just aroud the corner.