I am not an expert, but I think it is always best to leave the seed on the plant as long as possible for best development and chances for good germination. You can tie a ventilated baggie around a few seed heads to prevent the seeds from dropping or flying away. There are tulle bags made for wedding favors with drawstring closures that are perfect.

Martha

Not sure what your grasses are, but my NWSG (switchgrass, big & little bluestem, indiangrass, prairie dropseed, prairie cord grass and side oats grama) - I just collect/spread the seeds in late fall to late winter. Also do this with Canada wild rye and some of the native brome's, which are cool season grasses.

Good advice above, be sure to give the seeds plenty of time to develop.

You know the seeds are ripe when they detach easily from the stem. Plant cool season grass seeds in fall or late winter because they need cool temps to germinate but wait to plant warm season grass seed which need warm soil to germinate in late spring or early summer preferably during the seasonal rainy time. You can look them up to see which grasses are cool or warm season. I've already harvested some June Grass (cool) seed, Fescue & Mexican Feather Grass seed is ready to harvest & store for fall planting now.

Don't collect seeds when they are still green. Some warm season grasses like Sideoats Grama and Blue Grama start getting seed stalks in late spring or early summer and continue to form new stalks until fall. The early ones are beige & both seeds and stems are dried out looking so you can selectively harvest from them in summer. Little Bluestem and Switchgrass bloom later and its good to harvest them in late fall through winter after the plants shut down.