I'm not sure about the perennials, Rick, but I'd give it a try. The perennial seeds are smaller, harder to see. Check the stem while the tip is still blooming. Discard the tip, save the rest of the spike and let it dry. Then shake that spike in a bag or plastic container with snap on lid.
They're much easier to see in an annual with big old seeds. Immature seeds look white. I don't harvest yet at this point.
When most of the spike has mature seeds, they'll look dark brown to black. I harvest at this point. Discard the tip of the stem if it's seeds are still immature (white or green)
Let them dry in the house for a week or two.
Then do the shake in the bag routine. You should find some seeds.
Karen