Della, I've tried it a few times on a difficult combination where I thought the pollen was too large to enter (a most probable cause, I thought). As you presumed, I had problems with the tradition foil caps--they would fall off unexpectedly. I finally resorted to using a white paper bag, placed over the entire flower which I sliced open a little on the bottom for ventilation. That worked, and if it looks like rain, be prepared to cover temporarily with a plastic bag.
I made my cuts at about a 45' angle with a razor blade facing up. In all cases I cut very close to the stigma. I am not sure if there is a preferred place to make the cut, however--that's something I need to learn, either by somebody else telling me, or by my own experimentation. But at least I got some seed.
I, too, am interested in learning more about this technique!
