I'm assuming that the seed pods are green right now; true?
Give them a week or two. Observe them closely; my timing is for the Bay Area. As soon as they begin to change from green to tan, tie them off with seed-collecting bags of tulle or a finer net fabric. Rubber-bands or string will be fine for the "neck" of the bags. What you're trying to do is have the seeds fall into the bag, not onto the ground.
to pick them up...
The pods will split lengthwise of their own accord if you let them be, and then you'll have nice, mature, dry seeds. Since you will have let them mature on the plant, they'll be ready to go (assuming it hasn't rained).
If it does rain while the seeds are in the drying-out pods or are falling into the bags, you will need to give them some drying time so they won't mold.
Sunset Zone 17, USDA Zone 9