I'm also a fan of removing the membrane. I never thought of it as a lot of work. I think they come out more tender! Just mho.
That's good if you can do it, but I've often found the membrane doesn't often cooperate with coming off in one piece and slicing x's makes this nearly fool proof and quick with a very low hassle factor, dealing with rips and such. The paper towells help get a good grip on them.