To open jack pine cones, banksiana, I just put a few in an old frying pan. Low heat, it doesn't take long, and scales will start to lift and separate.
Pinus parviflora is rarely to almost never raised from seed for the landscape nursery trade because majority of seedling have yellowish needles, often twisted, both are negative traits for landscape and bonsai trees. The JWP with beautiful blue foliage is rare from seed.
True, sometimes one gets lucky, and if the only JWP in the nursery to pollinate the cones to make seed have good blue foliage, the chances of blue foliage go up some. But most reports I've heard from people raising batches of JWP from seed, have been frustrated that the number of good colored JWP seedlings is rather low. Yellowish needles are usually viewed as undesirable, unless the yellow is bold enough to not get the "ish" qualifier.
I wait to harvest pine cones until they begin to change color from green to brown. Then pick them, and a paper bag is great because it breathes. I believe 18 months is right for most pine species.