Yeah, it will be more important to pull the capsule out of the croakie enough so that the side vents of the capsule are not obscured. Best to have the same speaker grill cloth covering both the front and the side vents, or nothing covering either.
As Jon notes, if audible at all, the change in timbre from the presence of the thin speaker cloth will be a slight high frequent cut. That can be easily offset by EQ, and the amount needed to do that will usually be significantly less than what you'd use to correct for best subjective response in the final recording anyway.
In that regard, its probably similar to mounting the mics underneath a thin shirt.