Of course you can do that, but the Picture is MUCH clearer without the Film.
BTW: The Material of the GP32 Screen is much better, than the Material used for the GBA. While my GBA has these really fine "scratches" (you should know them if you've cleaned a CD with your T-Shirt before

), the GP is still Scratch free.
And if you really want a good protection film, go to your local Hardwarestore and buy one for a PDA. Much better, than this crappy shipping-protection-film.
regards
KeimO'