As late in the year as it is for you, the plant will not be harmed by being cut off now. I would put a large trash bag over the entire thing and then cut it off at the base. Next spray insecticide in the bag and close it up. Throw this away in the garbage. This way you don't have the trouble of burning. If all you do is burn, many of the bugs may get away. I would also spray the soil around the stalks to kill any on the soil and re-check every day or so for new ones.