Kim, when I made this repair (using the salt bath described in the Plymouth link) I made the coupling piece out of a bit of brass rod. You can find it in most hobby shops. I drilled the sleeve all the way through the diameter of the "smaller" capillary tubing, then drilled half way through with a drill matching the diameter of the larger tubing.
I have an additional suggestion, I don't think it was mentioned on the Plymouth site. On the original gauge tubing, clean thoroughly with ScotchBrite after you've cut the spring back about an inch. Tin the bare tubing, then cut off the first 1/8" so you know that solder hasn't wicked into the bore. File the end square and use a tiny drill bit to make sure the bore is open. On the donor gauge, cut the spring guard and pull it down towards the expansion bulb. I used soft jaw pliers to hold it back once compressed. Then ScotchBrite the area where you plan on cutting and tin the tube before you cut it.
Pre-tinning the parts before you put them into the splice/sleeve will make this go a lot smoother. I agree with those above, this will not be a problem for you. You've undertaken more difficult repairs.