This past weekend I brewed a fresh hop Saison with my homegrown Glacier hops, I just cut the flowering branches off of a couple of bines and tossed everything into the kettle instead of bothering with picking all of the cones off.
I'm not sure if I'll do this again as doing a hop harvest in the middle of a brew day was a lot. If I do decide to do this again, I'd bag the hops as they became a PITA when trying to drain the kettle. Flavor/aroma wise I think it worked well, but we'll know for sure once it's done fermenting.
How old are your plants? Typically they really start producing around year 3. Make sure you give them plenty of water (on the roots) and they also like nitrogen fertilizer (composted spent grain is a great source of nitrogen). They also like a lot of sun.
Yeah, I've planted them last year in Spring; they sure have more water than they could possibly want, on a hugel hill in Finland, and all the sun northern Sun shining non-stop could give them. I hope to see the cones some day.
Sounds like they just need some time then, hopefully you'll get some cones next year.