They tend to dry naturally on the plants anyway in autumn so all you need to do is to cut them and bring them in to finish drying, assuming it's always raining where you are!
....sorry, I see you are in Wales so it probably IS raining all the time!
I'd cut them and pop them in a greenhouse or any other dry warm place (airing cupboard?)

We always had these plants in the family, but they do tend to make a mess loosing their "fluffy" bits when they are realy dry....be warned (:0)