I know if you let cukes go to full maturity, aside from becoming huge, most of them will also turn orange. "Seed to Seed" by Suzanne Ashworth (really great book for you folks interested in saving your own seed, btw) recommends fermenting them to remove the gelatinous sack surrounding the seed.
I have been collecting and preserving seeds for 30 years with great success. Just allow a few cukes to fully mature on the vine (let them hang on until they begin to discolor). Slice them open and scoop out the seeds along with some "meat" and slime of the cuke. Put all of it in a jar and top it off with water (distilled or pure water with no chlorine). Set the open jar aside for two or three days in a warm place. If it's cold you may have to ferment four or five days. In time a foamy scum will form on the surface and you will know it's done. Pour off the water and thoroughly rinse the seeds until all "meat" and slime is completely gone. It's OK to shake the jar with fresh water or to spray the seeds - they can take some rough handling. Spread seeds out on paper towels or cloth (cloth always works better) to single thickness. Pick through the seeds removing any seed that is totally white and immature looking. The immature seeds are usually smaller than others, too. Discard any seeds that are curled, chipped, or discolored. Place all of the good seeds on a window screen (steal one from your bathroom window when nobody is looking). Spread the seeds out on the screen and allow to dry in the sun for several hours. Prop the screen up on four corners to allow air circulation under the screen. Make sure the seeds are very dry as any moisture will cause rot. Place the dried seeds in a brown paper bag. Place the bag(s) into glass jar(s) and clearly mark each jar with date and what is inside. Put the glass jar(s) in a place that will see sub freezing temperatures if you live in a northern climate. I don't know what southerners do. The glass jars are only used to assure no mice will eat your seeds (been there, done that). Next spring you should have 80% to 90% germination.