Plants are looking good. Those bud tops will elongate quite a bit before actually blossoming.
Be sure to squish the hormworms, since they are remarkably skilled at finding the plants again.
Nice looking plants.
The holey leaf shows munch marks. Cricket and grasshoppers usually eat right through the secondary veins. Check under the leaves for hornworms.
You should really bag the blossom head of the plant from which you want to save seed. Remove any open blossoms, then place the bag. (Quick and dirty solution would be a 5-gallon paint strainer bag from a big box home improvement store.) Even a single pod will give you thousands of seeds, so don't worry about losing the open ones.
Ah! Kentucky dirt! You're heading for a happy harvest.
With watering, once my plants are past the baby seedling stage, I consider watering after 3 days. If they look droopy in the late afternoon, but perk up after the sun sets, then I wait at least one more day. A couple of summers, I was able to completely go without watering. Most of the time, depending on the weather, of course, I end up watering about once every week and a half to two weeks or so. With potted plants, I would expect to water them every 3 to 4 days.