No, you should not cut Monstera leaves without holes since the fenestration can still occur as soon as the plant is ready for it. Leaving them on the plant can help it produce more energy to develop new leaves with splits and fenestrations.
You may prune the yellowing and drying Monstera leaves to boost the health of the plant. However, if the leaves are still green regardless if they have holes or not, you can let them stay and help keep your monstera plant healthy.