I have done both, kept some frags on plugs, and taken some off. These were with zoas, so it depended on if the zoas were also attached to another rock on the plug. If I could get the rock/zoas off then I did and glued/epoxied them to the rock. If I could not, I just used a bunch of epoxy to stick the plug on (or between) the rocks. It looks a little ugly at first, but once algae, and the coral, covers over the epoxy, it looks fine.