Comments regarding our failed budding attempt that was discussed at http://blog.opensourceecology.org/?p=506 .
I'm interested in discussing your failed graftings BUT, i believe you'll have better luck with the process when it's consistently in the upper 60's to low 70's. i.e. end of Apri, early Mayl up here. I would also recommend using grafting compound (the black goo) as opposed to the stretch-like tape. Did you use the compound? In my first year of grafting I achieved a 55% take on my grafts and I could have achieved more if I would have pulled back the band on suffocated scion pieces. Also, it appears as though your scion piece in that photograph is quite small.
Either way, I recommend RJ Gardner's The Grafter's Handbook. It's quite thorough--if you haven't consulted it yet.
I have no experience with it, except from when i was younger and we lived on a farm (sadly that was before my enthusiasm for this kind and we now live in an apartment) anyways we bought a couple of apple and pear trees once, that is to say that part of the tree was one kind of apple the other side a different kind, and the same thing went for the pear trees, one thing i remember about them was that they had used simple rubber bands to hold the branches in place and they had used some sort of resin (like the stuff you get from fir trees) to make it stay in place, though i suspect it did more then just held it on, anyway, i found this link for you which may be of help. http://www.ces.ncsu.edu/depts/hort/hil/ag396.html
good luck with it, -Logan