My only thought on why the blades of pampas turned yellow after you trimmed the dead bits off of them was your shears. Were your shears sharp that your used to trim the grass? If the grass was shredded instead of cleanly cut, this might cause it to turn yellow.
Is this new plantings or well established Pampas Grass? I would go ahead and prune away any dead material. Pampas grass is quite indestructible and can even be given a good pruning early in spring. You could give a light fertilizer dosage after pruning to help your plant get growing, though it certainly will do just fine without it.
Pampas grass will grow quickly and be wary, it can become invasive.
Here is a link about it's care and growing habits.