I'm curious if any folks here have experience grafting peppers. I've seen several videos on YouTube of people grafting fairly thick/mature cuttings onto branches of mature pepper plants, but I was thinking more along the lines of grafting onto seedling sized plants.

Specifically, I was thinking of starting some pepper seedlings around Jan. 1, then pinching out the the tops when they're about 4 inches tall to get 2 new shoots and then, a few weeks after that, grafting a second variety onto one of those shoots. So basically I'd have a pepper plant ready to plant out in April/May with 2 varieties per plant. I was thinking I would use the little 2mm silicon clips I have for grafting tomatoes onto rootstocks. Anyone do anything like this or do any grafting of smaller pepper stock?

Haven't tried it, yet. The closest I've come to that was thinking about grafting watermelon seedlings onto pumpkins, or something. I've read about such anyway. Aren't you supposed to do a slanted cut on the stem?

Yes, to get as much surface area connection as possible.