On my E-string there is a piece of plastic that`s supposed to go between the string the bridge. I find that the instrument sounds better without the plastic thing, but I`m afraid I`ll damage the bridge. Any suggestions?

I am a violinist as well, and I also removed the plastic tubing from my e-string. My only advice is to watch your bridge and make sure the e-string is not making any major grooves. I found that if you take an ordinary pencil and rub the graphite tip in the groove where the string goes, you experience less bridge damage from your strings.
Hope I helped

Thanks. I put graphite in all the grooves. It`s not a great bridge anyway so I`ll just leave it off.