I've been spending an inordinate amount of time going through my seed collection, and organizing it. I even shipped off a pound of seeds each to two people who provide free packets of seeds to winter sowing newbies.
So I found this packet I got in a trade, marked "Pennisetum a" and looked them over closely before hulling them. The hulls and carriers were decidedly yellow-tan in color, unlike any P.a. seeds I've collected from my plants. There wasn't a hint of any other color in them, and the seeds inside were substantially smaller than those I've collected, but plump and fully formed.
I'm suspicious, and will see if I can get them to germinate next spring, grow them out and see what I get. I'm thinking they may be one of the less popular Pennisetums, like caudatum.