Burger grafts his seedlings when they are a bit older/larger, after they have been hardened off slightly.

There is a more defined vascular ring, the seedlings are less prone to manhandling and don't dehydrate as easily. The cacti you see pictured were grafted at about 5-6 months old from seed, but were still quite small. Any size seedling could be grafted as long as it can sit properly on the stock without falling off.

You could probably graft them anywhere from one month old on imo.

Here are a few pics of them in their earlier stages of growth.