I have a durst m301 and I noticed I can focus sharply with the red filter in place and it'll be tack sharp under the grain focuser... But when I move the red filter away I'll have to refocus to get it sharp on the paper...
The red filter isn't for focusing!
You should focus using the light that will be used for making the enlargement - including any variable contrast filters that you want to use. Then, leaving the enlarger light on, swing the red filter into the light path, and then load paper into the easel. Finally, turn off the light, swing the red filter out of the way, and start the clock.
This does two things. First, leaving the lamp on with the filter in place as you load the paper into the easel allows you to see the final composition. More importantly, it allows you to leave the enlarger light on right up to a point a few seconds before you start the print exposure. That means that if there is a tendency for the negative to 'pop' due to heat from the lamp, it won't have a chance to cool and change the focus.
Yes, to focus most accurately, you should focus on a sacrificial piece of paper. There are two equivalent tricks that avoid wasting a sheet of paper. One is to use a fixed, thoroughly washed and dried test print - just focus on the back. Or, for those who use a grain focuser, glue a scrap of a test print to the bottom of the grain focuser. That elevates the grain focuser by an amount equal to the thickness of a sheet of paper, and has the same effect as focusing on a sacrificial sheet of paper, but without wasting a sheet of paper.