I haven't grown these, but I don't see anything to be gained by chilling them. The suggestion is for bottom heat, gritty mix for sowing, fresh seed.

Of course if you aren't finding germination, it doesn't hurt to try if you have enough seed - seeds don't always follow the rules. But it may make more sense to think about the conditions these would encounter in their native habitat when self sowing - that would be Texas and the SW.