Well some say to take them off as they bend into the rotor real easy and they really don't block much mud on the trail. If you leave them on then you will be bending them back off the rotors almost any time you hit the trail. Regardless mine are still on, and I know the sound that a mud shield makes scrapping a rotor from a mile away, and I have "fixed" them on the trail for others a few times.
Don't forget to
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first then ask questions later! The loose nut behind the wheel