I've never attempted mulberry grafts while the rootstock was dormant - have always waited 'til the understock was pushing growth.
Please give us a progress report later in the season.

Hope Wellington is better for you than it has been here - and experience says that some varieties are better in some spots than others - but W is a dog here: trashy growth habit, tiny little berries that I don't even bother challenging the birds for.

In times of stress trees can switch sex, often on just a few branches. It is natures way of trying to squeeze one last breeding before the plant dies. I know that Kiwi fruit growers will graft male vines onto their female vines to save space in the vineyard so I don't see any reason the sex of the rootstock would reject the scions.

In the local parks around here there are also a lot of "wild" mulberries, there are more females to males from I can tell.