Hallson Gardens

Can you save seed from ornamental millet and annual Fountain Grass and start new plants from seed each year? If so, are there any special tricks to it? I love it in my bigger pots, but it is so expensive to buy it each year...

I tried growing that purple millet everyone was so excited about from saved seed, and the seedlings were all green or poor color. Might have to buy the right seed, maybe it's an F1?