Examination of the separated parts in my failed first attempt shows that the two parts did actually fuse together, but as the stock dried out more the scion sank into it a little and got forced off.
Second attempt, the scion is yet again a
Astrophytum asterias, stock is a
Myrtillocactus geometrizans, an offshoot from another grafting stock that I cut off and rooted, so both bits cost nothing.
This time I cut the stock a lot more radically, so when it dries there should be no tendency to force the scion off, which was the error I made in the first attempt.
Life is a shit sandwich - the more bread you got, the less shit you eat.