If you are referring to the shroud that bolts to the front of the IC, then no. Leave it in place. It's sole purpose is to route cool ambient air flow across the IC core. If you remove this shroud, all of your hot air that passes through the radiator will be blown into the intercooler and absorbed into the core. You will loose intercooler efficiency big time. You definitely do not want the intercooler to get any hot air from the radiator. Keep the shroud in place. If anything, you can install a larger scoop underneath the radiator to help move more air across the core. Some people over the years, have used cut to fit plastic trash cans and made their own scoops. Works great too.
If you are refering to the mesh screen that is located on the stock intercooler plastic shroud, then yes, you can remove the bug/trash screen as doing so will increase air flow across the core.
Just my O2s worth.
Patrick