To be fair, if an attacker is able to install probes on my power supply or a camera in my house, I've got far bigger problems than the safety of my cold storage.

It's a nice video, but he is only generating a single private key and not an entire seed phrase, which is far more straightforward. Once you've flipped a coin 256 times, all you have to do is convert the result to Base58Check and you've got yourself a private key. You don't need to worry about word lists or checksum as you would if you were generating a seed phrase.