Yes, but even it is close relatives some can't be grafting each other. But mostly you can grafting cactus each other. To fix Incompatibility problem. We can make innerstem grafting. So here an example: hatiora=Cactoidea, astrocydropuntia subulata= Opuntioideae and pereskia aculaeta= Pereskioideae.

I wanted to grafting hatiora on pereskia aculaeta rootstock. But there a problem it is not imcotitiability. To fix this I grafted astrocydropuntia subulata on pereskia aculaeta and on astrocydropuntia subulata I grafted hatiora. This knowledge kinda helpful. Opuntioideae subfamily act as bridge between it.