The easiest way to clean milkweed seeds is to pick the pods a few days before they split open on their own. At that stage, the seeds are mature and attached to a rib that runs the length of the interior of the pod. The "fluff" is still wet and folded up at the upper end of the pod (and, therefore, not fluffy). It's a simple matter to split the pod open yourself. Then, pull out the rib with the seeds attached (all in one piece). Then hold the rib in your hand so that your fingers are wrapped around the end with the fluff and your thumb is positioned to shuck the seeds off of the rib. It takes a few seconds per pod to get clean seed.
