For two reasons, you should remove the seeds and the majority of the membranes from your guajillos (and other large dried chiles). They’re harsh to begin with, and they lend undesirable texture to sauces and other dishes. Second, they’re usually the pepper’s spiciest component (by far). However, because they’re still edible, you can leave the seeds and membranes in if you’re wanting to add extra spice to a recipe and aren’t planning to puree the peppers. However, make sure the stems are removed.