Removing the skin and dark lateral line meat will eliminate any "fishy" flavor from the fillets. Obviously, you'll need a fish basket or a griddle in order to cook the fillets on the grill and keep them from falling through the grates.
Does this apply to walleye/pike or most fish in general? I've seen many recipes baking or grilling salmon with skin on but folks seem to remove it from trout.
I'd remove it from all fish. A lot of people will leave the skin on trout and salmon when grilling. The skin will stick to the grates. When you take the fish off with a spatula, a lot of the fat/lateral line meat will come off with the skin. It's easy enough to scrape any remaining fat off of the good meat. Most people wouldn't notice the difference in flavor, (but I do.)