Some folks will stretch a length of pantyhose over the heads too - while the flower is still on the stalk, to let the seeds finish developing and not get eaten by birds & such out in the garden, and while the head is drying, so mice don't get into it and so you don't lose seeds when they dry and fall out.
I've baked some of the flower heads when I cut them down - to make the drying go faster. I have a tiny house and no garage, so space is at a premium. Bake the whole head on low, slow heat so it dries up and opens up a bit. Shake the seeds loose, then process them however you like them.
We usually eat them plain, but sometimes we'll give the seeds a short warm saltwater bath like we do the pumpkin seeds.
