Broccoli seeds

This is my first time growing broccoli.  In my area broccoli needs to be grown in the winter. I never grew it because I thought it was one and done. Wow was I wrong.  It produced a large beautiful head like you see in the store, but then it produced tons of baby broccoli.  
Between not picking fast enough, and warm weather starting it's all gone to seed.  I was wondering if there is a certain way to capture the seeds.  I always have intentions of saving seeds, but  rarely manage it.  I want this to be the year.  Some seeds, like marigolds, and peas are super easy, but others are tougher to know when the seed is ready, and how to cure it so it lasts for the next planting time.  I'm hoping some of you amazing people have some tips for me.  Thanks

If the broccoli is F1 hybrid, and the flowers don't have anthers, then they are unlikely to make seeds.

If it's an open pollinated variety with anthers, then the seeds are contained in toothpick sized pods. Let them dry on the plant. About the time they start shattering, pick them.

After picking, let them dry completely. I thresh (stomping). Screen through a collander, then winnow.

I have some old pillowcases with a small hole in one corner. I tie the hole shut and when I see some of the seed pods starting to dry and open on their own, I just cut the stems and shove them in the case and throw them in the shed to finish drying up. Then I whack the whole thing on the concrete patio a few times, untie the hole and shake out the seeds. They make gobs of seeds; I don't worry over getting all of them. Works for about any brassica, except radishes. They don't release from the pods as easily; you have to really beat the crap out of them or stomp on them.

Thank you. Two I bought at the nursery, I'll watch, odds are they won't have seeds. The others I planted as seeds, so I will look at the package.
I also know what kind of broccoli seeds to get next year.
Thanks