Hi Jack, they are not too difficult - when the seed is ripe the pods start to dry out and open up. There is plenty of seed and it's not explosive or anything like that, so fairly easy to harvest.
I kept my Pinguicula seedpots in the fridge this year with much better results as it prevented moss and liverwort growth. I now have 50+ seedlings each of a couple of species. Definitely worth doing if you can.
I've also sown some Pinguicula seed direct into pieces of tufa standing in plastic trays outdoors. This has had a lower success rate but should give a more pleasing effect once the plants establish.