Seeds of Saxifraga species are all warm geriminators and do not require a pretreatment. Most want light to germinate. I would have a 1-3mm layer of grit over your gritty soil mix in a pot, sprinkle the tiny seed over the grit layer, and water the seed in so it washes into the grit. Enclose in a clear plastic bag, and place in good light but not direct sun, 15-20°C. Germination will be fastest at 20C. Open the bag (but do not remove it) when growth is evident. Subsequent growth will be better at 10-15C. Keep moist, but open the bag a little more every few days over 1-1.5 weeks until you remove the bag completely. Still bright light but no direct sun.
Alternatively, you could press the seed into the surface of your gritty soil mix, and water, etc. The disadvantage here is that often moss or algae will compete with the seedlings, and become difficult.