Hi,
I don't work with nasurtium but I love them and the advancements in foliage patterns has been lovely.

There are a few people here who do work with annuals (search on zinnia for some interesting posts) which I think may give you some good basic information though not specific to the plants you are working with.

I'm currently experimenting with asiatic lilies, daylilies, and bearded iris. Perennials are a bit different in that they are typically propagated asexually once you have a seedling with the characteristics you like. Whereas for annuals, mainman just explained to me that you have to "dehybridize" (ie. select the single type for multiple generations) them to get a consistent output by seed.

Nasturtiums are a simple flower form and readily produce seed that germinates easily so the physical act of hybridizing them should be straight forward.

What are your specific questions? There might be something one could draw on from working with other plants to help answer them.