You can keep them on if you want. But there is the possibility of still buring up the stock fets because current still goes thru them. It's a 50/50 chance it will burn with it or not. Besides it is easier to solder with it off, and remove the aluminum heat sink at the bottom of the car to remove unwanted weight but keep the paper piece to keep most dirt off of the electronics inside.

My Two cents
Feel free to fill the bucket