Stella de Oro has become more common than dandelions, and isn't a whole lot different.

The seed pods may not be the result of self-crossing, they are quite likely the product of random parentage, courtesy of pollinators. Daylilies are only feebly self-compatible.

It could be good for you to learn how to stratify seeds and grow them, but you'd have a lot more fun buyin seeds from the lily auction (daylily.com). You'll have more variety, superior parentage (plants retailing for over $100), and controlled, man made crosses. It will be considerably more rewarding than Stella de Oro random progeny.

Have fun!