I do not have any special technique for harvesting cactus seeds. I do leave the fruit on the plant as long as possible though. Sometimes ants will assist me by removing some of the pulp and leaving the seeds behind. Some cacti do not produce fleshy fruit. Those seeds are easy to harvest. For example, I only need to pull out the spent flower/fruit growth from the Echinocactus horizonthalonius. However, a lot of the seed will stay behind and then I use tweezers to pick it up. Seeds from Echinocereus plants do usually produce a fleshy fruit. I wait until the fruit starts to split and discolor. Then I cut the fruit into sections/slices and let it air dry. Once that has been done, it is easy to crumble the fruit pieces between your fingers. The fruit pulp will be like a flowery mass. I do not get any good seed separation that way, but I do not consider that necessary. When I tried to get seed out of a Cereus peruvianus fruit I noticed, that this method does not work well, because the pulp is kind of oily and does not get as brittle, which makes it difficult to extract seeds. For those kinds of fruit I placed the fruit into a blender with water and added soap. Then after a few short bursts I did strain the pulp and seeds through a paper towel and let it air dry. Some of the seed will be damaged in the process, but you will still be able to obtain a good quantity of useable seed this way.