I was interested in an answer to your question because I also grow Bells of Ireland (reseeded from last year's planting). I found a site on the web that describes drying of annuals, and it includes this excerpt:
Harvest your flowers on a sunny, dry day just before the peak of bloom because they tend to open a bit after you cut. If you're too late and cut at the peak of perfection the flowers won't last as long. Hanging is the traditional and best method of drying flowers particularly for flowers that are everlastings, meaning plants that have flowers with papery parts that retain their form and colors after being dried, like strawflowers, statice and celosia.

Immediately after harvesting, remove the foliage, bunch loosely and hang head downward in a warm, airy, shady place to dry slowly. The smaller the bunches, the better the flowers in the center will dry. An attic is ideal.

Six favorites for drying: Bells of Ireland, Ornamental Grass, Gomphrena, Statice, Strawflower and Globe Amaranth.

Also, at another site, I found this advice: Bells-of-Ireland (Molucella laevis) Harvest when the green, cup-shaped "flowers" are fully open. As they dry, the flowers gradually fade to cream or tan.

The link (below) suggests using glycerine.

Speaking of annuals, have you seen Scabiosa stellata 'Ping Pong'? It's one of my favorites, and I'll bet it would be great for drying.