Pulled the following sowing instructions from the net I would sugest that you look around for plants as it looks like the seeds will take a long time.

Sowing:Sow October to February or March to September
The seeds may need a period of cold to enable them to germinate.
Sea holly has very long roots that penetrate deeply in the soil and are often several feet long. The plant should be placed in its final position whilst small since it resents root disturbance

Sowing October-February.
Sow in John Innes seed compost or something similar, cover with a thin layer of compost. After watering place the seed container in an unheated greenhouse or cold frame.
Germination is irregular, between 5 and 90 days. As each seed germinates we would recommend that you transplant into its own pot to grow on.

Sowing March-September.
During the warmer months, you can “imitate the winter” by using the following method of stratification:
Sow in John Innes seed compost or something similar, place each container in a polythene bag and put into the refrigerator (not the freezer compartment) for 2-3 weeks. (Fridges are the deal temperature at around 4*C (39*F)
After this time place the containers outside in a cold frame or plunge them up to the rims in a shady part of the garden border and cover with glass or clear plastic. As each seed germinates transplant into its own pot.

Hope this helps

Steve

I have this plant in my garden and find it self-seeds a bit, so i don't think you'll have too much trouble. It's lovely BTW!!