I've ended up with four really nice plants that all bloomed the first year and have come back this year full force....blooming already, so I am going to let them go and try to save some seed.
If you still have seed, I don't think it is too late to start some more...they seem to grow really fast once sprouted.
Here is a bit from Horizon Herbs that sounds like how I was told to grow them....
Sow the seed just under the surface and tamp in securely. Keep warm and moist until germination, which takes approximately 10 days in standard greenhouse culture. Germination may take as long as 30 days if you do not have a greenhouse. 30 days of cold/moist conditioning followed by planting in warm soil may improve the germination response.
The other comparable plant, planted from seed at the same time as the one above, received more sun but I had mulched well all around it and there were no volunteer plants.
We also had a much wetter summer than normal.
Considering the huge number of seeds that both of these plants produced, it seems like natural germination is pretty low.