Heligaz
I knew about the note in the manual, which I ignored on my first few sorties (mainly cos I had loads else to think about), but then later I started doing it more from a sense of thinking what could go wrong. I now remove pedals and cyclic as part of my SOP.
However there has to be a balance struck between removing a control and the possibility of it not being put back properly or wear & tear. As Rotorbike said, the R22 collective is more awkward to fit and is then covered so I don't usually remove it. Passengers usually aren't as aware of the collective (until the full and free SOP). Its not in full view nor natural for them to grab or rest on, whereas the pedals and cyclic are. Hence my decision is usually to leave the collective in place rather than introduce possibilities of a later accident.
I did find that even with passengers well within the weight limit (I seem to remember its 17 stone max in R22!) that thick fleeces and long jackets can get in the way folding or bunching around the lever. With the recent thread on R22 governers it just might be possible for a lose jacket to knock the switch on the centre collective. I now encourage (and if they hesitate, insist) that passengers leave coats etc behind (or stow under seat).
With our schools R22s used for training and SFH then its usually impractical not to put them under the seat. Hopefully they are small enough not to be a problem unlike the wheels!!! I wont put wheels under the seat.
[But I did once get asked by a fuel guy why I had not brought wheels to drag the helo to the fuel pump (Blackpool) - they trusted fixed wing aircraft to taxi under power to the fuel pump but didn't trust helos to fly to the pump - so we are getting mixed messages in our experiences]
Finally (then I'll shut up!).... Coriolis - its surely the pilot's total responsibility for control checking so little point on relying on someone else to check it for you. Too much potential for confusion as to who did what - I say always check it yourself!