Chosen Solution

None of the tutorials or images of the replacement battery I’ve seen seem to have this thin film over each battery. Am I supposed to remove them?

Peal it off. It’s a protective shipping covering. Leaving it on will cause the battery to retain more heat than it should.

You can leave it there. The film has no impact on the functionality of the batteries. Is just a transport protection.

Thanks all who say to keep the 4 clear films on; the eBay seller for my A1466 sent no instructions bar basic usermanual which just mentions first charging etc., but found a fairly good YouTube. First charge taking over 3 hours still not 100% at time of writing! Also to mention so much dust inside mine needs a camera type soft brush to clean very carefully.