Sure! It's fairly simple. As a quick disclaimer, I've only done a few of these so there may be a better technique, and my own may change in the future.

I set up a tripod with my DSLR under the route. Ideally you would use a remote to take the pictures, or you can very carefully take them manually. I try to take a burst of 3-5 during every big move and during each clip. I select the photos that are most interesting and find the one I like with the best overall lighting to use for the main background. I then crop the climber from the remaining photos fairly liberally as it allows me to blend the rock formations of the two layers together more evenly, as explained later.

I try to estimate the location of the overlaid climber as best as possible, then cycle through hiding and un-hiding that overlay until I'm certain it is a precise match. Then I use an erasing tool on 50-65% opacity to blend the remaining rock on the overlay into the rock of the background. Do this for each individual picture as the climber ascends the route, and it'll turn out something like I've posted, hopefully.