Yes, protected as there is no lily pollen left in the garden. A little crazy in that I am out in the garden before sun-up pulling ALL the anthers off ALL the lilies. This is why I am asked if all my lilies are pollenless (answer: Only after I'm done with them).
I do not get pods and seeds forming on any flowers that I have not pollenated.
Most of the time my crosses involve lilies that are very different in appearance. I rarely do line type crosses. I am not trying to duplicate lilies that are already out there being sold. (Example: what's with all the OTs that are coming out now that are all deep pink/red and look nearly identical?)
Also, yes plant as many seeds as you have the space and energy to grow. Less crosses = more seeds can be planted of a cross, but I do lots of crosses so fewer seeds of each to start.