Armitage and Laushman advise that zinnias be picked just before pollen is visible or just as pollen begins to form. I've seen the same advice pretty much everywhere I've looked,and it works for me, so I think you can count on it.

I'm glad to hear that they are blooming now. My Benarys are still lagging, but the Oklahomas are doing well.

ThinMan

I found that Zinnias can be picked at most any time as long as they are not fading or showing signs of damage.

I've picked them when they are opening or fully open and they hold up well for several days in bouquets I make for the Farmers' Market.