Herbaceous peonies only need the dead foliage removing after dying down for the winter. Tree peonies I prune in winter, leaving dead leaves to protect the buds until growth starts in Spring. Hellebores (garden hybrids), I remove the leaves during winter that have gone flat against the soil. This enables the flowers to be seen easier.
I leave the leaves on until the flower buds are well up to give some protection. I cut off dead or damaged ones, though, because slugs hide under them.
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Oriental hybrids - yes
Corsicus - no.
When you don't even know who's in the team
S.Yorkshire/Derbyshire border