I haven't tried that species in particular but I have had good luck with using milk jugs as miniature cold frames for sprouting seeds that need stratifying.
Cut the jug so it opens like a clam shell. Punch a few drainage holes in the bottom. Fill with damp soil and seeds. Fasten closed with duct tape or twist ties. Place outside in a sheltered area (so it won't blow away). Once things start warming up in the spring keep an eye on the moisture levels.
"Many penstemon seeds require a long cool, moist stratification time before they will germinate. Cold stratification consists of growing the seed in a moist medium at temperatures just above freezing. This is especially true for northern species."