I did this last year & grew those lettuces this year
. I just waited until the seeds were very dry but not quite out of their pods (they will fly away) then clipped the entire branch and brought them in to finish drying. Then I shook/plucked them onto a paper plate & put them in an enveloped for the winter!
This year I'm going to try a fall sewing and see if I can make that work, so I may let my bolted lettuce half self-seed/half harvest.
Just be prepared for every visitor to ask you what the heck is growing in your garden & not believe you when you tell them it's lettuce...
Dried stem w seeds