There is a book: "Plant Breeding for the Home Gardener" by Joseph Tychonievich. (Timber Press 2013). It only has a few pages 140 to 143 on Coleus. Some people use fine tweezers to remove the anthers, but it looks like many just allow cross pollination to occur, and then grow out the seeds,--- and then select for their chosen characteristic.
You can do this ! Let us know how it turns out !