It depends how you like it or how your customers like it. The more leafy matter left on the more dry weight there is but you also risk a slightly harsher smoke if not fully cured. Some like to give it a “dispensary” trim and others like to leave the sugar leaves almost fully intact. I’m much more towards the dispensary trim but I still like to leave most of the frostiness intact. The choice is yours.

It's a matter of preference, really. Try to nip the fanleaves off as close to the stem as possible if you decide to trim them off. If you leave them on during drying and/or curing, a lot of them might fall off by themselves. I usually trim them up and remove most of the leaves, but I don't obsessively trim them up like a dispensaries might have them presented. I had both ways and prefer less leaf matter, just because if I grab a bud and stuff it in a bowl, I don't have the dried up leaves sticking out, catching on fire, and dropping into my lap. The sugar leaves have a considerable ability to get you where you want to be, but it is less desirable than regular buds and I usually use the leftovers from trimming to make oil or similar concentrates. I made brownies once decades ago with just the leaves. They were very strong but tasted like an alfalfa sandwich with chocolate… not to mention picking out the little stems that seem to escape grinding.
It's all up to you...there isn't a right or wrong way, except not enjoying it.