Its not terribly difficult... I did (as you know if you followed by glog) basically what was suggested... I peeled back some bark, put the scion inside, and used scotch tape (sticky part out) wrapped tightly around the scion and rootstock. I kept it inside for weeks getting only a tiny bit of artificial light each day (and even then one has to be careful about that) - not so little light it dies, but not so much the scion withers before all the connections are made - enough so that the plant can survive off the hosts roots. It was on the buffet in my dining room, which because of a 15' porch + roof, gets no sunlight. The roof had a single incandescent bulb attached (over the dining room table). It was on for a few minutes here or there, but not any kind of sustained exposure. after four weeks, I put it nearer a window, and began hardening it off (fan is important), after 6 weeks, I removed the tape, at 8 weeks I put it back outside. It has produced fruit. It also produced roots at the graft site (that I kept trimmed off).
The plant is one of the bigger ones that I have, and one of two I let live on my porch back home. It has under-produced all my other plants, by a significant margin (maybe 4 pods in total).
There have been three distinct pods coming off the plant however...
First was the peppermania's B.A. Cayenne peppers, second were the pods that came off the annuum bonnet scion (which were annuum bonnets), and third are ridged cayenne peppers with absolutely no heat.
There was only one graft made, which perhaps means that something non-Mendelian happened. Which was my goal.