They need cold stratification. Usually sown straight from the plant and left out all winter does the trick. You could put them, sown, in the fridge (Salad area) for a month and then in warmth after that.

Follow Oldb's advice and you should do fine... our tree Peonies are certainly not grafted.

I often shove a few seeds in a pot, when ripe, and leave it outside. They are slow growing but make 'sellable' sized plants after just a few years. I often have to weed or transplant self-sown seedlings in the garden. The usual caveat applies in that if the parent is a named cultivar then the seedlings are unlikely to be exactly the same as the parent.

They've been on an outside windowsill since last year so they have had the cold treatment. Thank you all I'll give it a go.