Great thread and nice video instruction--thanks for that!
I'm a big fan of the style and hear it all the time as I'm a fan of Western/Cowboy music. Aside from the obvious Marty Robbins stuff that Grady played on--Rich O'Brien is a great player to check out. He has some solo records that have a lot of Spanish influenced tunes (he is a master at other styles as well).
http://westernjubilee.com/artist-bios/rich-obrien/
I can recognize his style on many others records in the genre too. Here's some examples from a couple of his solo recordings:
https://www.youtube.com/watch?v=J35GxEIF2f8
https://www.youtube.com/watch?v=oRFHBO49VIY
And as a sideman:
https://www.youtube.com/watch?v=ltXjq_XvK8c
Yes, those harmonized scales/double stops are characteristic of the style. I also find the use of arpeggios and playing with the melody are helpful--to me it's a very melodic style. And using hammer-ons, pull-offs, trills, etc, as well as tremolo picking (which I struggle with).