I have used Dorset Naga for making chilli sauce.  Using a can of plum tomatoes as a base and adding onion, various spices, white wine vinegar, lemon and lime juices, garlic and a carrot, I have produced nearly one pint of the hottest sauce it is possible to eat without breaking into an uncontrollable sweat.  I am keeping the precise recipe a secret but the Naga content was only 6 mature red chillis.  All you need is a blender and some small bottles.  It's vet quick and easy to do.  Try it.

I don't know about anyone else but whilst I find the heat of Dorset Naga almost unbearable in a curry it has none of the afterburn effects of say a cayenne despite the latter being nowhere near as hot.
On the subject of whether to take out the seeds, I have been told it's an old wives tale.  Apparently the heat is in the membrane, which lines the flesh and surrounds the seeds.  The only heat in the seeds is where they have been in contact with the membrane so taking them out makes little if any difference unless you remove the whole core, in which case you get a lot of the membrane as well.
Has anyone tried making Naga chilli oil? 

All chilli plants will overwinter indoors but prune off about one third of the growth and avoid getting the soil too wet, otherwise they can rot and avoid extreme cold.  Plants like Dorset Naga will benefit from re-potting in spring but should produce a much heavier crop in the second year.  It's also a good idea to sow fresh seed in about July to grow indoors over winter.  The plants will have a head start in the spring and by September will be covered in fruit.  My experience is that trying to grow the same plant a third year will not be successful unless you increase the pot size still futher, which can cause space problems if you grow a few plants.  Try growing something like a Ring of Fire plant to pollinate.  It can improve yields if you only otherwise grow Dorset Naga.  They do not pollinate easily on their own.