If you have time to keep an eye on the plant you might try adding some trays/pots/bowls, on the soil under the plant, all the way around the plant. As long as the trays are dry you should be able to capture quite a lot of seed. I have used this method with success.

Thank you Greene. This plant grows like grass with very small and soft stalks very close together. But I will try this method.

Magga, if you are able to collect seeds of it, I would love to trade with you.

Yes of course - wish me good luck