Certified GKH Gardening Expert
You will need to remove the yellow and brown fronds this spring but only those as they will not come back. Use sharp shears to do so and do not remove any green parts of fronds. These articles will help you as well:
It is hard to say how well they will grow back. Sago palms do not deal well with lost fronds, but they have been known to recover fine. I would wait a whole season to see if the fronds grow back.