There's a technique I learned on this discussion board that I've used on my last couple of builds. File and sand away the back or inboard portion of the grille until only the grate portion is left. It's tedious and takes some patience. Toward the end, you have to work carefully as the plastic becomes very thin and delicate, but the results are worth it.
I did this on my '55 Chevy. You'll notice that the electric cooling fans on the radiator can be seen through the grille. That's not a PE grille, it's plastic.
Obviously, it won't work with every type of grille, but for the ones on which it will work, in my opinion, it's worth the effort.
Hope this helps,
David G.