Well you can always try as no real expense involved, just time. ;) However immature seeds usually lack two things - the kernel seal that allows them to germinate without first dying from outside bacterial infections and most importantly, the nutrients need to survive until the first true leaves can develop. Those two stages of seed growth can only take place on the plant.

So is it possible to cover/bag the heads in some way to protect them from the birds and let them mature on the plant? You don't usually have to wait for frost to do them in - just until that particular flower head is dry and brown.

Hope this helps.

Dave