Last fall found a new pansy variety, common name was "plenty fall" pansy, it has a creeping habit and is used in hanging baskets. They overwintered better than any pansy ever, kept them in pots on porch and deck. Instead of pulling them when weather heats up I was thinking of trying to collect seed, though I have a feeling they are sterile.
I've collected a few seeds from different hybrid types of pansies and violas but it took a lot of watching to catch the rare seed head and let it stay on just before it was ready to pop open on its own. I let the flowers die back quite a bit on the plant so I could see which ones looked like they may form seedheads. If they didn't show any signs of swelling I would pinch them off.
Hope you have some good luck--a few seeds are better than nothing especially if you like the plant. That's one of the things I don't like about shopping for plants--you may find a variety you like and there's no guarantee you'll see them being sold again.
Rather than pulling them up at the end of your season, why don't you just let them be? Pansies are hardy perennials even here, and in your very warm zone, they will almost surely survive the winter. Then you won't have to worry about starting them again from seed. Oops, it was not a question about wintering over but about summer heat... never mind. ;-)
Alta, you're gonna love this: pansies will definitely survive the winter, mine make it every year. The reason I want to find a way to keep the seed: the summer heat kills the pansy plants down here. LOL, that's probably a new concept for you. I used to live and garden in Buffalo which is zone 5 and I still am amazed even after 15 years down here how green our winters can be, and how brown August is.