I keep the grate in the 'tiel cage because they drag their beautiful tails through all the mess...and they don't seem to care either way. I used to have the grate in the U2 cage, but it was a huge hassle. She would reach through the grate (trying to forage) and tear up the newspaper. I removed the grate and she leaves the paper alone...go figure. She opts for her toys and fallen food now. She poops in one area which she avoids, so she doesn't get messy from that...but newsprint isn't the best on a white bird, either!
It really depends on the bird. Try it and see how she responds. The worst that can happen is you'll have to put the grate back for her.