done it both ways to my a4.
if you want to leave it on the car put cardboard behind the grill / in front of the radiator to stop overspray effecting it.
if you can though i would advise removing the grille as it lets you wash it( did mine in the sink), dry it off, primer it (not essential but helps) and means you can spray it up and leave overnight somewhere warm and dry for the plastidip to cure fully before re-attaching to the bumper / car.
Primer it?
noooo don't do that.
The whole point of Plasti Dip is for it to be removable when you had enough and take it back to standard colours.
If you are going to primer it you might as well just paint it.
Did you rub the old grill down at all??
No.
Just clean it and paint it.
The whole point of Plasti dip is its not a none permanent colour change to your car, shoes, boat, bike, shed, dash or any thing else you want to paint (Apart from cloths, that's kind of permanent). When you are finished with that colour and you want to change, you can peel it off (recycle it if you want) and put a new colour on or back to how it was.
Priming or sanding kind of kills the whole point of plasti dip and you might as well just go with normal paint.
Black Plasti dip sells out very very quickly, so you need to get in and buy it when its in stock. you might be able to find people on ebay selling it but they normally jack the price up cause they know its at a premium.
If the weather was better I would offer to paint it for you. I got 10 litres of black, 5 litres of gun metal and 750ml of fluorescent red (you never know, you might like it) but due to the cold weather and not having any where in side to paint, I have to shut down plasti dipping during the winter. Which is really annoying and does my head in.