You can deadhead - not prune - hydrangeas whenever the mood strikes :-)) I don't grow paniculatas but unless I deem them very unsightly, I leave the old flowerheads on my mops intact through winter.

With the mops, you just want to remove the old flowerhead, cutting down no further than the first set of leaves beneath the flower. With the panicles, you can cut back as little or as much as you prefer.

As mentioned, you can do it now if you like or wait until late winter/early spring clean up.

It may be due to circumstances. It causes no harm to let them drop on their own; deadhead as soon as the bloom completely browns out; deadhead in late winter/early spring so you can enjoy the blooms for winter interest. It does not affect future blooming either for spring 2026. You can also make a habit to deadhead by your average date of first frost if your area gets a lot of snow or gets lake effect snow as the stems may bent, break or flop in winter due to the excessive amounts of snow in some years. Cut above the first pair of leaves nearest the bloom; if the stem is leafless when you deadhead later on, cut the string(s) that attaches the bloom to the stem.