If the collagen source is non-human and the intended use is in humans --- yes - remove the telopeptides. Refer to the early publications and package inserts for Zyderm and Zyplast.
The most comprehensive paper on this question appeared in J Biomer Mater Res. PartB" Antigenicity and Immunogenicity of Collagen A.K. Lynn,1 I.V. Yannas,2 W. Bonfield1" in 2004. If you read the paper, you will see that there is a no clear evidence that the removal of telopeptides will diminish the immune response. The take home message from the paper is that interspecies mismatch is a bigger determinant. Some species will work better in humans than others.