The term 'Chinese Lantern' can mean different  things to different people. There are multiple Solanaceous plants (potato/tomato family) that can make a papery lantern-looking seed pod.

Unless you know someone growing a similar plant nearby, what you found it growing as a volunteer in your yard is possibly a native plant which feeds our native wildlife. 

This page from the Maryland Biodiversity Project website has photos of those found here, like various groundcherries:

https://www.marylandbiodiversity.com/viewChecklist.php?family=Solanaceae

Either way, you can destroy those seed- you could pound them into dust or bake them- and then put them back in the bag, seal it and put it in the trash.

Christine