You can, of course, plant milkweed seeds in the fall, the way nature does it. But nature will have a way of moving them around and rearranging them. Planting to a specific depth in fall is no assurance that they will stay at that depth or location after rain, snow, frost heaving, etc.
I have had the best luck saving seeds over until spring and planting well after the last average frost date (I'm not sure what that is in NJ, but I would say mid-May should be safe).
Store dried seed in a paper bag or envelope inside another plastic bag and refrigerate it. In spring, plant it about one-quarter inch deep in well-worked garden soil and water it gently but deeply. Water again when the soil dries out. It takes from one to two weeks to sprout. When you see seedlings, keep watering thoroughly and deeply but let the soil dry out somewhat between waterings. With the exception of swamp milkweed, most varieties don't like to have "wet feet." Letting the soil dry down a little encourages the plants to put down deep tap roots.
Once the plants are a few inches tall, they shouldn't need much care at all unless you have drought. They are natives, after all, and are adapted to take care of themselves. I've never used any kind of plant food on milkweed, and I wouldn't recommend it because there is some evidence that monarch caterpillars don't thrive on some of the chemicals in commercial plant foods. If you think your soil needs enrichment, use organic compost or composted manure.
If you do want to plant in the fall, you don't need to do much of anything except to protect the seedbed from erosion. Water only enough to settle the soil. Beyond that, more watering doesn't help and could hurt. Native seed has germination inhibitors to keep it from germinating in the fall, and it needs a long period of cold to break down those inhibitors.
You can also start milkweek seed indoors or outdoors in pots or flats and then transplant them into the garden. But be aware that, in general, milkweed does not like to be transplanted. I have always had the best luck with spring-planted seedlings on site. They put down healthier roots and get a better start, and make for stronger, more vigorous adult plants.
Hope this helps.