"The real problem I see with non relative crosses is how would you do an embryo rescue on the seeds?"
In order to save time, I don't wait for my hybrid zinnia seeds to mature in the Spring planting, and I harvest the seeds at an immature "green" stage and plant them. That can save several weeks and get the second generation off to an early start. However, planting green seeds isn't really embryo rescue, because in the case of embryo rescue, the embryos will not develop to maturity because of incompatibilities between the embryo and the "mother" plant.
None of the crosses I have done are "wide" enough to encounter embryo development problems. If I did encounter that situation, and I very well may encounter embryo development problems with some of my upcoming interspecific zinnia hybrids, then I would need to use tissue culture techniques to grow the embryos on a nutrient medium. I haven't done any tissue culture with zinnias yet, although I very well may try that in 2009. But harvesting the embryos could be done by cutting open the immature seeds in a sterile environment. I "help" some of my green seeds by cutting a slit in the green seed coat. That bypasses the wait for the still living seed coat to become water permeable by dying and, once again, saves a few days.
I am attaching a picture of some green zinnia seed that I grew this last Spring.