Saving rocket seeds?

I have some rocket that went to seed.  The flowers have now gone and have left these large seeds pods about 1-2mm wide and growing up to 2 inches long so far.

What do I do?  Do I leave them and they will dry out? or if I leave them too long will they pop open and seeds fall out.

I have some Durham early seedlings in the greehouse. They are about 1 - 2" high and have started going yellowy, with sort of little spots / discoloration  on the baby leaves?
Any ideas?