I created a subreddit [1], and I just submit every post to it. In my scripts to generate HTML from markdown, I add a footer with the comment URL.
It's not very active, but it's only been alive for one week. It's an experiment, as I mentioned.
It could be improved by showing the comments inline using Reddit's API [2], which seems pretty good (although I haven't used it). And I could probably automate the subsmission too.
But I'm trying to keep it simple for now, until there's evidence that a lot of people want to comment!
I'm guessing they've just set up a subreddit, which they post in each time they make a new blog post. In the past I've seen "Join the conversation on Reddit: ${link}" at the end of blog posts, but maybe they're doing it differently.
As the sibling poster suggests: I was thinking of somehow embedding a reddit comment thread onto the page. Either via an iframe (if you own the subreddit you can control the CSS on the other side to make it match), or some JS library that did XHRs to reddit's API.