If they're still in the bator and the hatch is ongoing, I'd say just leave it. I hatched one on Saturday that was the exact same. He was the first one to hatch so I wasn't going to open the bator door for anything! He dragged his half a shell around for a few hours and later on when I checked on him again it had dried up and dropped off naturally.
The other chicks are probably pecking at it cause the cord looks like a worm. They go for anything vaguely worm-ish at all. One of my chicks was standing on his own in the brooder pecking his own toes this morning. LOL! Unless they're drawing blood or pecking right at the chicks belly then I don't think they'll do any harm.
But if you do snip it, do it at a dried up bit and not too close to the chick's belly. Good luck with your babies!