Sure - here are some resources I found helpful:
This is something like the technique I use:
(I think Pereskiopsis would probably be the ideal stock for what I'm doing here, but Hylocereus are far easier to get, and I like that they don't have leaves, it makes for a nicer looking plant)
This list is great for getting the ins and outs of how different stocks behave:
http://www.kadasgardens.com/Cgraftingstocks.html
I've had fairly good success rates with getting grafts to take, the biggest factors I've noticed that seem to affect success are:
1. Removing plastic wrap too early will result in a bad joint between the graft and the scion, often the scion will still live and grow, they just don't seem to work quite as well, this could also just be due to me not nailing the alignment between the vascular bundles.
2. I seem to have better success grafting scions that have already started producing spines (so that don't just have the seed leaves, so it's probably best to give the seedlings more of a head start than you think they need.
3. Sanitizing equipment seems to be important, I use alcohol wipes on the blade I cut with (usually a scalpel), and I make sure to let the blade dry off before I cut so I'm not getting alcohol on the exposed tissue. Any method should work fine, but I think it's important to try and both clean off pathogens (fungi, bacteria, ect), as well as debris, as either could compromise graft success.
Otherwise the genera that seem to be performing worse on Hylocereus for me are Frailea and Neoporteria, everything else seems to be growing at a decent clip, but things may change once the summer growing season kicks off. The grafts pictured above were done in late September, so that's fairly impressive growth through the winter season (temps are fairly cool where I have them, so I'm happy the very tropical Hylos are still able to grow well). I'll be curious to see if they speed up over the summer. Long term I'm hoping to use this on really slow genera like Ariocarpus, and stuff that I won't be able to grow on their own roots like Blossfeldia and Aztekium, but I thought it best to practice with cheap and plentiful species for now.