I've only dug lily bulbs that would be equivalent to zone 7 digging in mid to late November, so yes, they might be sweeter then. However I have dug our wild onions (Allium stellatum) at different times in the fall, and it doesn't seem to make a difference with them. So, I can't really say for sure about lilies.
I think it is always safest to grow your edible lilies from seed in a non-chemical pesticide environment. As I've mentioned before, lilies are not tested for edibility in regards to pesticide applications, or how long (months or years) pesticides may linger in a bulb. And who knows what was applied prior to buying any bulbs. Just this past week I hosted a horticulture speaker on a international speaking tour. He lives and gardens in upstate New York. He applies imidacloprid once to the soil of his lilies as they emerge in spring, and the chemical remains at high enough levels within the plant for the entire season to kill the lily beetles.
