Do I cut back Euphorbia

No - it depends which variety you've got, its the variety that decides what pruning you do. If you don't know what yours are, cutting them all down now will mean no bracts and flowers next year for some varieties. Euphorbia characias and all its varieties should have the flowered stems pruned out at the base immediately after they've finished flowering,other than that, there is no other pruning necessary. Other types of Euphorbia may, or may not, need cutting back, mostly not,other than taking out dead stems - for those that disappear completely in winter, just pull off the dead once its shrivelled.

And remember to be careful not to get the latex like juice into your eyes. It can cause swelling and, in extreme cases, temporary blindness.

Yes! Wear gloves when cutting out the spent flower stems. I lost a few Euphorbias through cutting them back as many books say to cut them back...but they dont tell you the important part..Eventually, I learned that the flowering stems are biennial..they grow in one season, flower the next, then die off as new ones take over. So thats why you only remove the spent flower stems....right down to the base.