Lazy Dog might be able to help as I think that she's grown both from seed. Personally I've grown plenty of different Euphorbia species from seed but haven't grown any cacti. Which ones in particular do you you plan on growing?

Ingens Candelabrum Cooperi Canarinesis Tetragona.

Never sown Euphorbia seed - but had a couple of E. horrida pop up on their own. Just like lots of my cacti do.

I treat them the same as with my cacti but they are removed from a humid environment sooner than the cacti seedlings since they grow faster.

Houzz is giving me a lot of trouble until I relearn what it wants. Or maybe it's them.

I'm growing bupleurifolia, guillauminiana, and a hybrid ('Toxic Milkshake' x obesa) from seed. I pretty much treated them the same as cactus seeds. I didn't soak them and planted them in fine pumice with a tiny amount of potting mix added.

I find the cactus (mostly Astrophytum) need to have a humidity dome on longer. With the Euphorbia, I took it off soon after germination. I also find the Euphorbia are much more erratic in regard to germination time. They germinated as early as 3 days after planting, and as late as a few months.

In the case of the bupleurifolia (5 seeds), three came within a week or two. Eventually I gave up on the others and used the potting mix for something else. A couple of months later, there were two bupleurifolia seedlings coming up along with whatever else I'd planted, so don't give up if they don't come up quickly :-)

Like Stush, I used a take out food container with a clear plastic lid. I bought a package of them at Costco. I used an awl to poke holes in the bottom of them. Put mix in them, wetted it, and microwaved it for 5 minutes. Probably unnecessary, but I think it kept algae from forming too quickly.

Oh, and I found that, if anything, the Euphorbia seedlings wanted a bit more light than my Astrophytum seedling.