Yes, they come away very easily and picking them off does no harm to the parent plant - after all, they fall and sprout naturally arund the parent plant if left undisturbed. And they should be a clone of the parent plant - my Lilium Tigrinum certainly are. And they're perfectly hardy outdoors down to zone 3. Since they need a cold period, growing indoors under growlights, etc. isn't recommended.

No need to dry them out because left unplanted for an extended period they will shrivel up. So collect them and plant them where you want them right away.

If planted directly in the ground - mark them so you know where they are as the first year sprout will look like a shiny lanceolate blade of grass and it's easy to pull them up or accidentally plant over them. By the second season, they'll be spindly, but definitely look lily-like.

Or, plant them in a pot so they're contained, then bury the entire pot up to the rim in a sunny spot in your garden. You can leave them in the buried pot for a couple of seasons - with a couple of year's growth, they'll be easy to transplant, etc.

Thank you. Do you suggest harvesting them only after the plant has finished flowering?

It really doesn't matter; they're fully formed once they appear in the axils. They'll stay in place on the plant for quite a while even after blooming has finished - but harvesting them has no effect on the blooming. So I'd suggest collecting them when you have a spot or a pot picked out to plant them in.

You'll notice when you take them off the plant, most of them will already have a little white root tip. However, it doesn't matter how they get planted - upside down, sideways, etc. as they have the ability to right themselves.

Only one of my lilies has little Bulbils and it is loaded. None of the other ones have them. I have never noticed any before either. I will try the sunken pot method with the ones from my one plant. I am planning on moving it soon since it isn't doing well where it is planted and I love the deep purple color and don't want to lose the plant. Thanks for the advice. Glad I found this web site.
I live in Eastern Washington so we are pretty dry and hot here in the summer and cold in the winter. Most all of my lilies do good.
I also bought some of the tree lilies last year and they are just finishing blooming. I love them can't wait to see how big the plants are next year.
Janet