I guess I might as well write up how I grew mine. Again, most of my experience is with adult cacti and I'm still new at seed-growing them. So this is probably going to be far from perfect.
I used a shallow tray with 50% perlite and 50% of the cactus mix I use. Then I put a few seeds in, spaced a few inches apart, and covered them with a thin layer of the cactus mix. I then thoroughly misted the tray and put a clear lid (with some holes drilled in the sides) over the tray to keep some humidity in, and put the tray under my growing lights. I've been told the seeds and seedlings like more water and humidity than a cactus normally would, so I made sure the tray stayed humid by misting frequently and keeping the lid on. Once my seeds germinated and had some time to grow, I took the lid off for periods of time to adjust them to my house's humidity, but still misted the tray daily to keep some moisture in there. Mine are currently the size of 1-2 peas, and still growing in the tray under lights. I recently started watering them more directly, by applying some water around each seedling with an eyedropper so I don't disturb them too much. I don't put too much though, to avoid flooding the tray.
I initially put 10 seeds in that tray and had 7 germinate. I believe I started them last June (I'll have to check the date).
So far this has been working out. I'm sure there's other ways to go about it, but that's my personal method. For the first few months, I was lightly misting the tray daily because the ambient humidity is always immensely low. Something I'm sure you understand as a fellow Ontarian.
That being said, I keep a very close eye on them for signs of needing more water. Given the incredibly low humidity, they dry out quick and I find they want more water pretty fast. But I also try to keep the watering light to avoid potentially rotting them. I generally water them as soon as their tray is completely dry, which is more frequently than my adult plants given my tray is quite shallow. I also don't soak the entire tray as mine doesn't have drainage holes (which isn't generally recommended...). So if you had drainage holes, you'll have some flexibility.
Admittedly... I'm not entirely sure when the best time is to switch over to the soak-and-dry method for watering. I assume once they get moved to individual pots. I imagine that would also vary depending how you set them up. Mine are still growing in their tray, so I can't offer much insight past this point...
I don't know if that helps at all. I'm still pretty new at seed-grown cacti, so my experience there is limited. I have done a lot of leaf propogations for other succulent species in very similar setups (minus lids for those) and it also works well. But hopefully that gives you some ideas for getting them started.