Certified GKH Gardening Expert
You will need to remove the yellow fronds, but only those, as they will not come back. Just use sharp shears to do so. Do not remove green parts, should any begin to appear. These articles will help you as well: https://www.gardeningknowhow.com/plant-problems/environmental/how-to-tell-if-a-plant-is-dead-and-how-to-recover-an-almost-dead-plant.htm
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.