If you have wild BSF laying eggs in your BioPod you really don't have to worry about saving mature grubs. Still, if you want a larger colony sooner, then saving some will speed up the process.
Whatever you do it's not advisable to leave the grubs in the collection bucket to pupate because they usually can't find their way out when they emerge as adults. I save some mature grubs because I send them to people as part of a starter kit. Sometimes I end up with pupated grubs and I keep them in buckets with about an inch of sawdust. You need to keep them out of the sun and the rain if you do this. You can put a lid on them, but they must have vent holes which also gives them a way to escape.
