Thank you for your question, Bill.  There are two schools of thought about pruning ornamental grasses, generally, and Zebra grass (Miscanthus sinensis 'Zebrinus') in particular.  Leaving them over the winter provides habitat to wildlife, food (seeds) for some species, and, if the seed heads are removed, may be a tube for valuable insects to lay eggs in to mature over the winter.

You probably won't jeopardize the grass' health by pruning now, but waiting until early spring is the recommended action from several states' Extension services.  Here is a comprehensive article on grasses and other perennials,  from Pennsylvania:  
Cutting Down Perennials in the Fall

I hope this is helpful.  Good luck!