Sounds like your running lean, these bikes run lean anyway and switching to K&N's just adds more air. Check the color of your plugs to confirm it's running lean then turn your fuel screws out to 2 1/2 to 2 3/4 on both carbs to see if it fixes it.
As for running with the choke, i don't see why it would hurt it. The choke is an enrichment circuit adding gas to the carbs so it shouldn't hurt anything.
Hopefully one of the more experienced members will chime in.
Sounds good, thank you