I'd shy away from doing this at home, mainly because of the chances of fires from doing organic extractions. They are using heptane to do extractions, which is slightly more flammable than gasoline....
If I were doing this at home, I would think the safest way to try it would be to take the prickly pear skin, put it in a blender, transfer it to a bowl, go outside (plenty of ventillation), add 2 volumes of acetone, mix it up, filter it through a coffee filter), and let the stuff you've filtered evaporate off. You'll be left with the extracts from the prickly pear skin. Acetone is volatile enough that it should mostly evaporate just on standing outside. Also, acetone is a class 3 solvent by the ICH guidelines, meaning that it isn't of huge concern if trace amounts are present in drug substances (from a health standpoint).
If acetone doesn't work well, you could also try isopropanol (rubbing alcohol), which is also not a huge health concern. Good luck