I can't speak for cold hardiness but my advice for growing these plants from seed would be to use a mix of about half pumice or equivalent, provide strong light (hours of daily sun indoors, maybe some filtered light outdoors), water every 3-4 days (in say a shallow 4 inch pot), and employ a healthy dose of patience. It takes about 2 years to arrive at a full-sized rosette. Most of the lag is early on. Flowers generally only appear around the time the head starts dividing (for the ones which do this).
I start all my seedlings on sunny SW-facing windowsills and my Dyckias get the exact same treatment I give the aloes and other succulents. Hopefully that helps. The most important thing I would say is probably strong light. They also enjoy regular water and do not enjoy going quite as dry for quite as long compared to succulents. I was unable to water a bunch of these plants (including some year old seedlings) for 3 months this past winter. They didn't actually die but they never recovered either. The succulents which went through the same experience may have looked equally awful but they bounced back better afterward.
