Overall, I don't think you're losing much yield with a small amount of selective pollination.
Robbio, since you don't easily have a separate space for a male, it's maybe easiest to run it earlier or when your other plants are finishing so that the pollen doesn't mess with everything.
Pollen stays active though for awhile, and can lurk inside your fans and stuff and create unintended seeds, so you'd want to spray the area with water afterwards. With the male pods, you can kind of watch them and sense when the first ones are going to start opening. If you could remove it at that time and get it somewhere...hang out in a bathroom, garage, somewhere with a little window light or something for a few days....but there's always the risk of the dust getting tracked around on your clothes, feet or whatever. If you dedicated a little male tent there's still an issue with any fans in there, and including any exhaust fan, so I dunno, it's not convenient for this reason. Put outside seems best if you can swing it, but a spare room is okay if you're real careful I guess.
It was suggested to me to wait an additional 3 days after the male flowers start opening, then gently collect the ones that have opened or are close to opening, and place those on a piece of parchment paper. You could use like tweezers, but i actually just used my fiskars. They'll open on their own as they dry. You have this paper with the collected male pods that are open or close to it, and probably fold it first with a crease down the middle so it makes a little "v". Set this in a small box and fill the bottom with a layer of rice, then set your paper on top and close the box, let it set for a couple days in a dark, cool kitchen cabinet or desk drawer. It doesn't have to be a big box. Fuggzy here made a cool tutorial for this method on another site, here's one of his pics:
After like 2 days, you can just tap the paper gently with a chopstick or something and the vibrations will help release the golden dust and you can now separate the pods from the dust and discard. Leave the dust only now in your box on the papers and close it up for another day. Now the pollen has more surface area to continue drying. When you tap the paper, the vegetative material will tend to slide out easy enough. You don't want to muck up the pollen with oils from your skin though, so I would wear gloves as a precaution.
From here, after a day or so, you'll want to put the pollen in vials, but leave the vials open in your box for another 3 to 5 days, and with a grain of rice or two in the vial as well. The pollen needs to be dry before you try and store it, but obviously it's ready to use when fresh, and fresh is most active.
So you've got around a week total where the pollen air dries in your box before you try to seal and store it. I used those little centrifuge tubes, the plastic ones that seeds are stored in, that's a perfect little size with a single grain of rice in it. Then, I actually sealed it with candle wax. The wax being warm, may have slightly warmed the tube I hope I didn't f it up with this little step I added. I put the sealed tubes in a vitamin bottle with more rice like I do with my seeds. You can then put it in your fridge for like a month, or in the freezer for up to like 6 months, but the fresher the pollen, the better. Let the vial come to room temp before you try sneaking up on your plants with it so moisture won't condense on it when you open it. Storing the pollen in several small vials or tubes is helpful like this so you're not opening and refreezing the same tubes.