Yes, remove any shrimp if they are not the color you want in the line.
They can go into another tank and breed and might end up with some of the same kind, might end up with some that are completely different.
You can then choose to select the new morph - let's pretend you had black and red, just a couple, breed them to themselves, try and find one from someone else who has the same sport/color morph. That is a process for breeding a line.
You have to be tough in the culling, which doesn't mean you have to kill them. Interestingly, the culls could still have a baby which meets your color line, and it could be returned to your line breeding colony.
You will need a minimum of 2 tanks for this to work, unless you have someone to take all the ones which do not fit your color profile.
You may get blue (like Blue Velvets) and you might get blue and black Rili.
Are they white and black, blue and black or all black???
What color is your substrate?
How long has the tank been running?
Are you keeping the parameters in excellent order?