Yes. Though chiles rellenos, the stuffed dish where poblanos are the norm, are not grilled, I would still peel them. Yes, they will be soft. They will simply need to be secured to close (like picks), or wrapped to close (as one would with bacon or prosciutto).
However, in the recipe you link to, the peppers are simply stuffed and cooked. This is not the same thing. In this case, the peppers are first stuffed and then cooked. This allows some softening of the skin, as happens when regular bell peppers are stuffed and cooked. The finished flavor is different, i.e., there are not the roasted pepper flavor notes that one achieves with roasting the peppers first, before stuffing.
The recipe you link to would work both ways. You could make it as written, using raw poblanos, or you could make it subbing roasted peeled poblanos. For the latter you would want to leave the top of the pepper on, make a short slit in the side to work in the filling, then secure the side closed with picks or kitchen twine. Peeled peppers are a bit more difficult to work with (because they are soft and can tear if one isn't careful) but the flavor is worth it, imo. Alternatively, you could wrap the peeled, stuffed peppers in bacon or prosciutto (if using bacon, go with thinner slices and blanch in boiling water for 60-90 secs before use), which would give you a giant ABT sort of finish.
Your choice.