I don't pinch mine out ,unless they are looking a bit straggly,Kate..but no reason why you shouldn't...They are very hardy,so if I were you ,I would plant them out now, where you want them to flower .They will then get well established for next year..

thank you Bloomer :)

Most wallflower seedlings don't require pinching out as they're self branching. I find it would just slow their growth down at the time of year when very little seems to be doing much due to the weather.