I'm just collecting parsley seed from my old plants that have run to seed. They're just about turning brown and drop off easily into a paper bag for storing. I've done it in previous years and ended up with thousands of them. If they've not actually made seedheads yet it could be getting a bit late as frost won't do them much good. However if they've bolted anyway you might as well leave 'em and see what happens. Perhaps chuck a bit of fleece over them.
I've also overwintered parsley but under a covering of fleece, still grew but obviously more slowly but I still had a goodly supply to use. I did have a good row of plants too.
I'm going to try growing it between my asparagus next year as it's supposed to help deter asparagus beetle. Here's hoping!
Good luck