No you should not let them build between boxes if possible. When you go to lift a frame out of the top box and it is glued down with comb and brood to the bottom box... that's a real pain. Check the distance between the bottom of the frames in the top box to the top of the frames in the bottom box. There should only be about 3/8 of an inch (bee space). If there is too much space, they will build comb there. So then raise the bottom frames by shimming the frame rests up a little.