Of course, it is clear that bonsai do not grow out of bonsai seed. Instead, they are grown using perfectly normal treeseeds. It is the treatment that makes them into bonsai. So you can look underneath any big tree and find prospective bonsai. This week I stopped in a beech-oak lane and spent a few minutes collecting acorns and beech nuts. When collecting, be careful to check the seeds for signs of insects (little holes in the seed). On top of that, beechnuts can be checked by trying to flatten them in your hand. If you cannot, they are healthy. All acorns will now have started the germination process and you can see a tiny root appearing at the pointy side.
Put the seeds in a pot, under a layer of a few cms of substrate. Don’t worry about special treatment. Just water once. And place outside, on a sheltered spot in the shade. If you can keep the mice from digging the seeds up, spring should bring you a bunch of new trees.