It's not as scary as it looks. Those bumps and dips are reflections off of the grill frames. If you measure at various angles off axis, those deviations will shift in frequency and tend to cancel each other out. Although I'm sure it's possible to engineer a grill that actually degrades the overall response, most grills will have little or no effect. Or at least I couldn't hear any difference when I had a friend attach and reattach the magnetic grills on my BMR while I was blind folded. This is also Floyd Toole's opinion on the audible effects of grills.
It's interesting that the few articles I found about grills, the measurements are performed in the near field. What would be interesting, is if the test were performed at the listening positions, and possibly even compared with a moving mic measurement. I think it would be a much more realistic picture on the audibility of grills.