Best point to pick winter squash?

[gorbelly]

Obviously, it's still early and there's no frost pressure bearing down. My first black futsus are just making the transition from dark green to tan. Should I let them do so fully on the vine, or pick them and let them change in storage? Does it matter? They're pretty high up on a trellis, so I have no fears that the groundhog will get them. The squirrels show no interest in any of my cucurbits.