Best to sow them in the ground where you want them to grow so that you do not disturb the root.

Some people do grow them in cells and then transplant them out to get an early start. I'm of the same opinion as MG and you can easily break the main root causing them to fork. Incidentally, they do take a long time to germinate and by sowing too early they can rot if the soil is cold and damp. I always used to sow them in stations, i.e. four seeds together, then gradually pull out the weakest ones leaving the strongest to come to fruition.

You can sow them in deep pots or toilet roll holders. but i wouldn't sow them in trays as their roots would get bent.

To be honest, the best ones i had last year were direct sown in the ground despite also sowing into toilet rolls then planting out.