+1, either way is fine. As long as you are careful when you siphon over the beer to keg/bottle, having the extra trub in the wort/beer doesn't really matter. Some of the hot break/cold break proteins are actually good for yeast health!
I used to filter out the break material before I had an auto-siphon. Now, it's so easy to siphon over without disturbing the trub layer at all, that I just throw it all in the fermenter.