Sorry... didn't see the question!
Yes, right in the lawn. Crocuses bloom and mature early enough that they USUALLY have plenty of time to ripen their leaves (which puts the energy back into the bulb for next year's blooms) before the lawn needs mowing. Of course, some of that depends on how OCD you are about lawn mowing! If you're one who needs a golf course green starting in April... you probably don't want to naturalize crocuses (and you REALLY don't want to naturalize daffodils and tulips!! I have a couple thousand of them in the lawns as well, and hubby and the hired man bitch every spring about having to mow around them. I keep telling them my goal is to have the entire lawn covered, so we don't have to mow until the middle of June- but I admit, it DOES look pretty ratty when the leaves are yellowing, but can't quite be cut down yet!)
The early "species" crocuses are the absolute earliest, and are probably best for naturalizing.
Summerthyme