How wonderful that you have winter blooms already. There is no need to remove the old hellebore blooms as they dry and change color as they mature.  The spent flowers can last on the plants for several months. The foliage on your hellebores should be snipped off close to the ground now or as soon as you see the flowers appear. This is done for two reasons. First because the large leaves hide the flowers and second because those old leaves can harbor diseases like leaf spot and fungal infections. Just follow each leaf stem to the spot where it emerges from the ground and cut the leaf stem. I like to use a pair of scissors or needle nosed pruners so I can get into tight spaces to cut these stems and avoid snipping off the flowering stems nearby. If by mistake I clip out a stem of blooms I can still harvest the cut hellebore flowers and use them indoors by floating them in water. I remove all the old leaves and their stems so that I have a full view of the hellebore blossoms.   If you don't get around to clipping out the old foliage the plant will still survive. Just try to get the leaf pruning done by March before all the fresh new leaves begin to emerge in the spring. Keep growing, Marianne Binetti