You can winter sow mum seeds....check out that forum.

The seeds will need to be collected after the bud and the area of stem below the flower has dried and turned brown.

There will be lots of chaff, but you do not need to separate the seeds from this when winter sowing...

By the way, it is VERY east to raise mums from cuttings. Snip some cuttings from the top of the plant in the late spring or early summer. Dip in Rootone, plant in good soil, keep watered. You have yourself a new healthy plant!