Pennisetum alopecuroides 'Hameln' in known to not self-seed, unlike some other Fountain Grass varieties. This usually means it's either sterile, or doesn't set viable seed for another reason. If it managed to set viable seed, they would not come true to the parent plant, but would likely be taller and later blooming, more like the species Fountain Grass.

Leave it on the plants for fall/winter interest, and for the birds.