Two things are missing as far as I can see.
There is no CREATE-statement for the Sudoko table. But since the schema for the table is shown, it is trivial to put this in:
IF EXISTS (SELECT * FROM sys.tables WHERE Name='Sudoko')
DROP TABLE Sudoko
CREATE TABLE Sudoko (
RowId TinyINT NOT NULL,
ColumnID TinyINT NOT NULL,
CellValue TinyINT NULL,
CONSTRAINT pk_sudoko PRIMARY KEY (RowID, ColumnID)
A more serious problem occurs at the end of the final implementation of SolveSingleCells - where the sp calls the procedure RemoveSolvedCells. This procedure is not defined anywhere in the article.
Jens Gyldenkærne Clausen