Hi, yes, that's a pollen sac. You have two options. Either carefully remove all the pollen you find. I would only do that when the plant is close to harvest. Because if you miss one, as soon as it opens, you'll have pollen everywhere, and it lasts forever and can also pollinate future grows.
The second option is to remove them. That's what I would do, so you're sure nothing happens. It's a shame, but it happens sometimes.