All I can say is we don't.

I'm no expert, but I deadhead mine. Thy look so messy and I want the energy to go into plant growth not into developing seeds. Have just seen Moongrowers reply - think she knows best!

We prefer to leave the seedheads on. They may look a little scruffy at first but as the seeds ripen and split open you should see the seeds starting as red then purple then black. Attractive in their own right.

I leave mine on too.
Bulbaholic. My seeds on my Tree Peony don't plump up, wonder why ?

Not been pollinated, Ladyessex.

How do I pollinate mine?

You can't easily Ladyessex, needs insects to do so.

With our species narcissus and crocus I do the job with a small paintbrush, but I cann't imagine doing that to paeonies.