Prevention is always better than cure, and you are more likely to be able to achieve that if you are out and about in your garden regularly (see How to Prevent Citrus Gall Wasps Appearing).
Regular monitoring of your Citrus trees will ensure that a major infestation of Citrus Gall Wasp doesn't happen. All treatments are way more effective if you can catch an infestation in its early stages. This is especially so for Citrus Gall Wasps.
If you keep at this pest and you encourage your neighbours to do the same, you will get on top of it.
A few galls here or there can be pruned off if you wish. The timing of pruning is important. Gall-affected stems should be removed before the new adults emerge from the gall in spring, leaving tell-tale small holes in the gall. So, aim to prune in autumn, winter and very early spring. Avoid really heavy pruning in late winter and early spring, which can encourage a lot of soft growth, which is a magnet for Citrus Gall Wasps. If you leave pruning until later in spring, the wasps may have already emerged!
Pruned stems should be placed in a plastic bag and left in the sun for a few weeks. This will kill the wasp larvae inside the gall. Don't put stems in your compost bin, as this can enable the life cycle to continue.
A new method you might try is shaving off one side of the gall with a sharp blade or a kitchen peeler to expose the contents of the gall. This will dry out and kill any larvae inside. You only need to do one side though – if you shave all the way around the gall you will ringbark that stem.
Once you have pruned gall affected branches, give the tree a good feed with Yates Thrive Natural Citrus & Fruit Organic Based Pelletised Plant Food to help it recover.