I love the really "blue" cultivars of JWP. But when grafted on JBP, the roots of JBP are marginally hardy in my area. I've lost most JBP that were left out without greenhouse protection. I would like to see JWP select cultivars grafted on to zone 4 hardy understock, like Pinus flexilis (limber pine), strobus (American white pine), or on to JWP seedlings. JWP is hardy into zone 4, but seedlings are a crap shoot. Most have yellowish needles, often twisting needles, and really don't look good. Seeing a batch of seedlings you will appreciate how rare and choice the cultivars with straight blue needles are. Even the more green cultivars like 'Zuisho' are far superior to the average seedlings.
So yes, propagate JWP cultivars by grafting, but please make some on more cold tolerant stock than JBP. Use JWP or limber pine or even jack pine.
Jack pine, Pinus banksiana, is the only North American pine native to areas as cold as zone 3. There's some wonderful short needle cultivars that could be grafted onto other similarly hardy understock or just graft Jack pine cultivars onto Jack pine seedlings. As bonsai general care is like that for Scotts pine, single flush. Jack's absolutely require full sun. No shade or they fade away. I left one in an Anderson flat on the farm in Michigan, 3 years, watered sometimes in summer, but fall, winter and spring, full sun, no water beyond rainfall. Fully exposed to frigid cold and sun all winter, it thrived. The shade in my back yard after selling the farm is what did it in. Drought tolerant, shade intolerant.