The question is what you want out of your grow. I do not grow to sell anything, so I really don't care if they cross-pollinate or not. I will give away pods and seeds, but I also tell those who receive them that my plants are open-pollenated. On the other hand, if I was selling something, i would expect to do differently, knowing that my buyers would want to get 'x' if I tell them I'm selling 'x'. Also, I might pay more attention to it if it was a hobby or career of mine to keep them as pure as possible. Think about your goal, then decide for yourself what is right for you.
As already mentioned, I bring my plants indoors to overwinter them only. They're in a room with windows on either side, which is sufficient to keep them alive and growing over the winter, but almost all flowers produced drop off. I get a couple TINY pods from time to time, and that's fine. Once the outside temps are warm enough though, the pots go back outside, where I guarantee the bees and such cause cross-pollinate to the heart's desire.....