They do like cooler conditions.
I germinate seeds in a cool winter south window, and keep them shaded from direct sun.
I tried for years, but one must get fresh seeds, so I bought some plants and saved the seeds from them.
I recommend starting with meconopsis horridula as it almost always germinates.
The flowers are not as blue as betoncifolia or Lingholm, but it is a good way to start.
I have seedlings for all three plus a mixture on the go.
I hope that I can carry them through to the garden, and have them flower in 2015.
One more thing ---I add peat to the growing medium because they like acidic conditions.