One of my grills is over 20 years old and I've scraped off some of the residue, say a half dozen times. I think it adds flavor & character to the various cuts of meat. With my smoker I will clean the water pan each time, but since I'm now "foiling" I suspect that's a thing of the past.
Scrape the food racks each time... empty the ash pan when full.
22.5 WSM, CB940, 26 MB Pro Kettle, Thermos Grill-2-Go, Maverick ET-7 & Taylor Digi, BBQ Guru