glue them as-is and then camouflage the thing when basing or cut the shit out of it and glue the model directly to the base. Both option can work but it depends on the model, mostly. If it would have enough surface to stand even without the plastic pieces, you can cut them, imo. that's what i have done with some models.
The easiest thing Ive found is to take a sharp blade, to cut off the plastic slot, and then using a small drill to put a hole into the feet and then into the base or terrain on the base. Using even a small piece of wire doing even small amount of pinning to give strength to the models.
personally ive only used this technique on some of the older ork models, which still had the slotted bases, this may be problematic, particularly for the cavalry models as suggested due to the thinner legs, but still another option.
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