I do them every year, WSowing method in spring. Never had any transplant problems, they generally do great. In case of frost after they sprout, I do cover them with a blanket overnight.
Just be prepared for the fact that, when you plant them in May or so, they'll still be tiny, not like the big, robust blooming plants at nurseries. But when the summer warmth arrives they'll take off and grow and bloom beautifully.
Profusions, July of last year.