I never remove them and think it is completely unnecessary. When you skin the legs just skin the glands away at the same time after gutting. There is no direct knife contact required and zero risk of contamination.

Removing them first would just be more work and a an invitation to get your hands and knives fouled.
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In the legend of King Arthur, the Fisher King was a renowned angler whose errant ways caused him to be struck dumb in the presence of the sacred chalice. I am no great fisherman, and a steelhead is not the covenant of Christ, but with each of these fish I am rendered speechless.