Can someone help me figure out what these are on my lilies? After the blooms were done they all have these little buds with sprouts coming out of them. Should they be harvested and planted?

Little bulbs (bulbils)

When the lilies die back, the bulbils will fall and start new little lilies. You can harvest the bulbils (when they are no longer tightly attached) and put them in new places.

They don't need to be harvested, but they will start new plants that are exactly like the mother plant. If you don't pick them off, at least some will start new plants when they drop off naturally.

There is no need to wait until they fall off to harvest, and they usually fall while the stem is still green. The longer you wait, the bigger the bulbils will be, but there will be a time when they drop off themselves. When they detach almost just by touching them, that would be the largest they will get.