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It sounds like they're notIt sounds like they're not getting pollinated. You could try hand pollinating them. Use a q-tip to transfer some pollen from a male flower to a female. The male flower will have narrow stems and pollen-bearing stamens in the flower, and the female flower has a fattened stem and a nubby-looking pistil in the center.

2015 Special Edition Garden GuideCooking Fresh with The Old Farmer's AlmanacThe Almanac Monthly Digital MagazineWhat the heck is a Garden Hod?