For me when the scion starts to dry out and get wrinkly. Similar to what Jack said even after they leaf out I keep my fingers crossed for a month. I don't protect my new grafts like I should, I've been lucky grafting when it's cooler and rainy....I need to get more serious about it and get some bee's wax and grafting tape instead of the electrical tape my hillbilly ass has been using.
Grafting is extremely enjoyable and gives the grower a chance to expand with new varieties much cheaper than buying new trees.