I have made some using a heat gun and shrink wrap tubing, which I got from Poppy's Red Shed for $30 or so (google this for info). It's been a while since I've made any of these loops but I got them working to the point of not failing on fish or snags. Below are a few thoughts/findings:
1. I found it a bit easier to weld with Orvis/Scientific Anglers lines than Rio, not 100% sure why but this may be why Rio's standard welded loops look different than Orvis/SA.
2. From your link, I see that they used scissors to cut the end of the line at an angle, I would take this farther and further taper (maybe 1/2"or so) the tip of the line with a straight razor.
3. If you see any discoloration of line from the weld, the coating and core are probably damaged and you can probably break the line at the weld easily with your hands. Time to redo.
Dalton