Colloidal particles are considered ideal building blocks to produce materials with enhanced physical properties. The state-of-the-art techniques for synthesizing these particles provide control over shape, size, and directionality of the interactions. In spite of these advances, there is still a huge gap between the synthesis of individual components and the management of their spontaneous organization towards the desired structures. The main challenge is the control over the dynamics of self-organization. In their kinetic route towards thermodynamically stable structures, colloidal particles self-organize into intermediate (mesoscopic) structures that are much larger than the individual particles and become the relevant units for the dynamics. To follow the dynamics and identify kinetically trapped structures, one needs to develop new theoretical and numerical tools. Here we discuss the self-organization of functionalized colloids (also known as patchy colloids) on attractive substrates. We review our recent results on the adsorption and relaxation and explore the use of annealing cycles to overcome kinetic barriers and drive the relaxation towards the targeted structures.