don't cut off the brown parts, you'll leave huge areas exposed to the elements, any kind of bugs or disease. If they're really bad, you could just cut the whole leaf off. Or, if you're willing to, cut them off at the ground and let them regrow all new foliage...that's probably the best idea because the leaves won't recover from frost damage, cell structure collapsed and whatnot. It was minus 7 here on Monday...

I have found that browned leaves caused by frost are generally of no usefulness in plant growth and may inhibit
new leaf growth and the production of pups underground.
In Canada I have found that leaving Cannas into the first
week of November with leaf browning does not negatively
affect rhizome growth, BUT this does differ from one canna
variant to another. The indica group seems more resilient
but I find the more stolon/rhizome hybridized types suffer more from frost. Hope this information was helpful.