The road less traveled.
I've been trying to minimize the scratches/blemishes on the skins because I want to have a polished aluminum finish. I'm also etching/alodining/priming the interior of the skins. At first I removed the film, dimpled, then realized the etching etchant/alodine/primer would flow through the holes to the outside of the skin. Tried masking tape over the holes, but that didn't work. Next I tried leaving the film on, etching/alodining/priming, then dimpling. But the primer would slough off near the dimple. Still no good! Now I leave the film on, dimple, etch/alodine/prime, and finally remove the film. I'm happy with the results. As mentioned, you can get burrs stuck to the film. If that happens, either remove the burrs somehow, or remove the film (the burrs will come off with the film).
Good luck.
Tom
Fuse 7A