Nope. I wait until the seed pods start to split. Some seed will fall out, but each seed head makes around a tablespoon of seed so it's not a biggie if you lose some.

Promethean,
Thank you for your response. Maybe I'll slip a used nylon hose over it? I don't remember the variety but it was so easy and delicious that I want to regrow it. Do you think the seeds will be ready for fall planting in Los Angeles area? If not, I'll have to order some along with onion seeds. Gee, I sound ambitious.
Penny

They're probably only a week or two away from being ripe, and the seed should germinate fine right after they're collected, so they'll be good to go for this season.

I wouldn't worry about losing seed, IME the seedheads hold 90% of the seed for weeks and they produce large amounts of it. Usually the fruit on the top start to open first, and they're upright so the seeds don't fall out, you can cut it at that point. The plant that bolted will also produce 2 or more new bulbs at it's base, once it's done you can divide it and they'll grow into big leeks this winter.