Hi Keith,
I am the same member on Dave's Garden with a zinnia breeding thread in the Hybridizing forum. I also have such a zinnia breeding thread in Garden Web's Annuals forum.
I don't have a greenhouse, but I have an indoor growing setup in the utility room in our basement. I am just now transitioning to outdoor growing. Day before yesterday I planted a bed of Whirligigs in our south garden. I will be working on a second bed today.
Zinnia pollen keeps for only an hour or so after you pick it, and it lasts about half a day on the zinnia bloom. So I usually use the zinnia pollen within a few minutes of when I pick it. So keeping the pollen pure is not an issue. Outdoors, getting to the pollen before the bees get to it is an issue. So I do most of my outdoor pollination in early, mid, or late morning. Occasionally a little in early afternoon. I very rarely put a "hair net" on a zinnia bloom to keep the bees off of it. It has to be a very special bloom to warrant that attention.
Saving seed is not a lot of work, but shucking the seedheads and manually picking out the good seeds is a bit tedious. But I rather enjoy doing it. Occasionally you will see some really strange looking zinnia seeds, and sometimes they produce some unusual zinnia plants.
Well, I am off to work on that zinnia seed bed.
ZM