Personally I think the grate is annoying to clean, if you can remove it there's absolutely no harm in doing so. Just make sure there's not a gap between the slide-out tray and the cage so that any budgie could escape
I use blank newsprint (aka packing paper on top of the grates in my birds' cages because removing the grates leaves too large a gap at the bottom of the cage.
If removing your grate does not leave such a gap, then I agree with StarlingWings -- it is fine to remove it.
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