Ronnie, I have grown many Tropaeolum species from seeds - with good results. I always sow them during Fall and make sure not to overwater them, but I'm in a significantly warmer climate than you. However: I'm stubborn. Do you have an unheated room in your house?
Another fact to consider with chilean species is to sow/grow them in a deep pot/container, since the tiny tuber will make its way deep down and escape through the water discharge hole deep into the soil, where it won't be able to overwinter in your climate. Therefore it will do best in a large deep pot placed on one those long legged metallic pot-supporters (please tell me what the proper name is) and store them the same way during fall and winter. Don't forget to (sparingly) water them during the cold monts.
Do you want to try T. azureum seeds?