I'm not sure exactly what would be the best time in your zone, but I would imagine almost anytime. Hopefully someone here in your zone will be able to help you more with that question...

Both Lupine and Hollyhocks have tap roots/roots that tend to dislike disturbance, so I think direct sowing would be a great idea. I press seeds of my Lupines about 1/4 inch into the ground where I want them. The hollyhocks tend to reseed themselves here. Don't grow foxgloves much, so sorry I can't help with that ;-(
CMK

I have better luck winter sowing hollyhock seeds or growing them on my windowsill and moving them outside. For some strange reason they don't seem to direct sow in my garden. I do know that they need light to germinate so don't bury them in the soil. Just pat on the surface lightly. Foxgloves do self-seed around. I just let seed drop and they grow back almost in the same spot.

I think there can be lots of variables involved with direct sowing, like critters eating seeds, water washing them away, getting covered up with leaves, etc. I wonder if covering them with a 2 liter bottle, or some other protective dome, would make it a bit more controlled, but still provide the advantages of direct sowing. Maybe even staking down a piece of floating row cover to mimic winter sowing just a bit. Just trying to think of a way to mix methods.

Martha

I have direct seeded Hollyhocks for al lmost 60 years I did put hardwire cloth where I didn't want birds having them for winter meal. I just pat in ground. My Sis and I planted them all over GF farm. And in olden days. They planted them by Outhouse-so when pulled in lane could find it FAST.

Last fall (fall 2010) I scattered the seed from some dried Lupine pods all about the corner "xeric" garden. Got lots of little seedlings this past Spring. I transplanted most of them to the spots I wanted when they were small. Direct sowing them in the fall worked quite well. Can't wait for the blooms next Spring!