I’ve been cutting the branches and putting them in a paper grocery sack. Letting them dry a bit, then removing the buds and putting them back in a paper sack and fluff them up every couple of days. You don’t want to tie a plastic bag around the plant, it has no air flow and you’ll probably end up with mold. I have seen people put the entire plant, in leaf collection paper sacks, purchased at Lowe’s or Homey Depot. You want to wait until plant material is good and dry, before you remove the seeds. Seeds need a chance to harden off. Just my $ 0.02 and my experience 
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