The jig you linked to won't work well for really short blades unless you want a very steep bevel angle.

Lee Valley sells a "Small Blade Holder" for sharpening jigs that holds them with rare earth magnets. I use it for sharpening spokeshave blades and it works perfectly. It can be clamped into the same jig you were suggesting and most other sharpening jigs.

http://www.leevalley.com/US/wood/page.aspx?p=44484&cat=1,43072,43078&ap=1

BTW, I have a few jigs, including one similar to the one you linked to, the original Veritas Sharpening System and their Mark II Honing Guide with the Camber Roller. They all get used for various types of blades and while this collection isn't cheap, it's a good long-term investment that will probably last much longer than I will.