Josh, a good question as I have seen both methods recommended. I look forward to reading others responses, but I suspect both work. McRae recommends that the bulbils should be planted a few weeks after flowering in his book "Lilies: A Guide for Growers and Collectors".
If the weather is mild and not too dry, you could leave the bulbil a week or two, but if you wait too long, the risk is that it soon will loose the leaves and that the roots will dry up. I always think that I'll let them grow one more week and they will be a little larger only to realize it has actually gotten to late and that they are starting to dry up. Mine usually have less leaf, but sometimes more roots than yours at this stage. I guess this differs greatly with local weather conditions.
It does seem a little wasteful loosing the tiny roots and I imagine an earlier planting would give a slightly better result, but I haven't tried it myself. Once in ground they seem to immediately start to grow new roots (yes I do dig and check these things
), so even if planted in a more dormant state, sooner rather than later seems like a good option.
