The answer is both yes and no. You will be throwing away flavor along with the grease when you discard it. So, there are two answers to this question. Yes, if you used the kind that has too much fat. Since too much grease is not desirable so you need to discard it. Actually in this case, I like to leave about 1-2 tablespoons in the pan. And no, if you used extra lean meat. Then there is not much grease that will develop, so you can keep that tiny amount and not discard it. Hence, I strongly recommend that you use extra lean meat for this one as it would be more flavorful. And since this dish has sauce, do not worry about it getting too dry.