Personal preference, I think I like them shaved, but when they are paint matched they look good too. If they are in bad shape then I'd say scrap em. if not, keep them. There's also holes behind them that would need to be welded over and painted
Shaved Side moldings can be dicey at best... better off sourcing out some of the JDM thin moldings for a DA... hard to find, but a better way to go. Shaved moldings unless done exactly do not always flush up well.