I couldn't agree more. A significant improvement too. Keith Howard (HiFi News) recommended this some years ago - when reviewing the original HD800 actually - and repeated it when reviewing the HD800S years later. I'm surprised it's not more often done. He also mentioned in passing that this doesn't seem to affect the measurements - which is interesting.
Past few years I pull out rough mesh type dust cover then immediately heard the changing. Then I creat holes with size 3mm on that cover, put it back, using until...
This year, when I heavily mod my ibass SR1 to be a whole new phones, I found even fine dust cover alter the sound (there's other headfier agree) of SR1.
I dont know what if I tear down Hd800s fine cover (Hope to heard from someone who did), but surely I do not need any change in FR any more.
If someone want to vary the FR it is simply try difference pads, and/or cable.
Remove (rough) dust cover is just for transparent, macro detail improvement.
I think FR chart are filter or rounding by 1/8 octaves or kind of it, macro detail may not be shown.
To protect driver's diaphragm, I put fine mesh of metal besid fine dust cover.
It's enough protection. Never come back