I pre smelt all my casting alloys in a cast iron pot to get rid of most of the impurities, clips, etc. and cast them into small, relatively pure ingots which I melt in my casting pot. If you do this the tape just burns off so I wouldn't bother removing it. However, if you drop the wheelweights straight into your casting pot (I don't know why people do this as it is a receipe for clogging the pour nozzle), then I would remove the tape first.
