Hi Ginger! I like to cook with capers too. Here in Texas the temps usually get too hot for me to get a good seed harvest from my nasturtiums so I've never had a chance to pickle my own. I think you have to pick the seeds while they are still green or as soon as they appear. If you have enough to fill a jar of any size, you can make a brine with water, vinegar, salt and maybe a little sugar. I'll see if I can find a recipe.
BRB