Best time to harvest scapes is after they curl, but before they start straightening out. I snap off mine as like asparagus stalks, they will easily snap at the point where the tender part and any woody part meet.
As for whether it's best to harvest them all or leave them depends. Some say the heads will be bigger if you remove them. Others say it doesn't matter. I think it depends on whether you want to use the scapes. If you harvest them, you get a tasty treat. If you don't, they end up in the compost bin.
This year I'm leaving one scape on each of my three varieties to harvest bulbils. I also just read something that said when the earliest scapes stand up again, it's time to stop watering. Tonight I went out and tied a yellow piece of string around the three scapes I'm going to leave on.
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