GaryDG, you can also do a Google search on "halter breaking calves" and get some good info.
I'm sure earlier IS better, but I've done a couple that were well over 6 months old (dexters are not as big as other breeds). I'm not a big believer in tying them up initially and leaving them without supervision, nor would I (personally) do the tractor thing. What I do may not be the fastest way to train them, but it works for me. I think it's fun to train them, once I get going, and they don't forget. I am no professional or anything, I just figured out what works with ours, and each one is different in how they react.
It's less frustrating to have the animal in the headgate when you first put a halter on it (with or without a lead rope). Then I release them into a small enclosure and let them get all the silliness out on their own time. Once they've calmed down and gotten over the idea that there's something on their head that they can't get off (may be the next day or two), I clip the rope on (when their head's in the bucket). Again, prepare for possible silliness and boinking around, and don't hang onto the rope, just let them do their thing. You can't make much progress when they're upset, so let 'em go. When they've gotten over this insult (might be the next day) I pick up the rope slowly and offer some grain in a bucket. Slowly move the bucket a few feet while you're holding the rope and soon you can gently tug on the rope as they follow the bucket. (Don't every wrap the rope around your hand.) Eventually I move them to a post or the hay ring where I can tie them (quick release knot, and make sure the thing you tie them to won't collapse or move) while they eat and gently get them used to being touched, then brushed. Before long they begin to like the brushing. I never leave them tied up unless I'm there cause I worry they'll get hurt. Also, you have to check the halter every week or so to be certain it's not too tight (sometimes back in the headgate to do this).
Some take to leading quickly, others take more time...I had one pout for a week after I put the halter on her, she wouldn't come near me, but I worked with her after she got over her grudge. We took her to a fair this summer, led her onto the trailer (with donkeys already in it!), off the trailer through the show tent to her pen and into her stall and then everything in reverse to come home. Never took a false step, good little cow.
Sorry this is so long...next time I do one maybe I can get photos of the steps, that would be fun to do.