Hey JB
I wonder about this as well.
I have ceiling speakers throughout the house for music and they are weak in the bass. It seems if I built a box around the back with some deadening material, more bass would come out into the room. These are cheapies though. I bet if you buy good ones, the designers took this into account.
That being said, I'll bet if you call the company of the ones you decide to purchase, they will tell you how to get the best performance out of their speakers.
Let us know what you find out. I'm sure more than I would like the answer to this question.
Drywall tip: If it's a bit tight, shave the edge with a hasp or cut it a little smaller. Forcing it in will break the corner causing way more work when you tape and mud it.