This depends on how you heat your meals.
If you are cooking in the microwave, leave the plastic on until after its cooked, and then carefully peel back a corner or puncture the film while watching out for any trapped steam.
If you are cooking in the oven, remove the film before you start heating the meal. Our CPET trays are oven safe to 400°F and leech no harmful chemicals or plastic, but the plastic film wont do well in the oven!