Bear in mind that there are two reasons to burn your blessed palms. One is so that the ashes made from them may be used on Ash Wednesday. The other is simply that it is fitting that sacramentals, such as blessed palms, be disposed of in a reverent manner. The best way to reverently dispose of a sacramental (a holy item or device used for Christian devotion, including bibles) when it has completed it's usefulness or its natural life, is to burn what can be burned, and bury what remains, and to do all this in a space of ground that is reserved for that use only. This can be done in your own back yard. But many people cannot do this conveniently or efficiently themselves. Therefore, even if your pastor won't be using these palms for ashes, I still recommend giving them over to him as a good way of disposing of them. He will take time in his day to handle them properly. Indeed, the deacon can do it too. I know, however, that there are not a lot of deacons out there presently, at least not in my church.