It's ok. Not the best way, but it will work if taking them off is too difficult due to damaging the plaster or whatever. Do clean the tiles properly though. Using sugar soap will make sure of this.
The governing factor is the soundness of the wall - the new tiles will only hold as well as the layers behind them. If the original tiles are firmly stuck on then there's no need to remove them, and attempting to do so might add to the scope of the job for no particular benefit.
You'd be well advised to thoroughly degrease the existing surface - there are plenty of proprietary products for doing this.
One other consideration is the aesthetic result, on, for example, door architraves - sometimes the effect is silly, but mostly you'll get away with it.
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