I am not familiar with your climate but I am wondering why they need to be pulled. Have the seeds set yet? And if so are they ripe or nearly ripe? Could you just leave them in the garden and collect the seed directly from there? Radicchio is hardier than lettuce and that can be left out to ripen thoroughly.

Soon it'll start raining and won't stop much for the entire winter. If left outside, the seeds will likely rot.
I went ahead and pulled some and will let some others wait as long as possible.

Thanks