Kaliningrad Oblast is as big (or little, depending on your point of view) as a half-Belgium (approx. 15,1 km², while 205 km from east to west and 105 km from north to south), so it will be useful, I guess, to mention the subdivisions (or regions).
Though, to make it easier, it will be good to not to mention most of the town/city territories, with exeption of Baltiysk Territory, because it's quite large. The territories will be described alongside with the districts where they are situated.
As Kaliningrad and Sovyetsk territories are not belonging to any province, they should be discribed in the articles for corresponding cities.
It also make sence to remove the links for the most cities/towns, with exeption of Kaliningrad, Chernyakhovsk and Sovyetsk (biggest ones) from the Kaliningrad Oblast article to the articles about corresponding districts.