jab bah taqriib-e safar yaar ne ma;hmil
baa;Ndhaa
tapish-e shauq ne har ;zarre pah
ik dil baa;Ndhaa
1) when in preparation for travel the beloved {arranged
/ 'bound on'} a litter
2) the heat of ardor bound onto every sand-grain a single/particular/unique
heart
ma;hmil : 'That by which anything is supported, that in (or on) which anything is borne; that which carries the double load of a camel, a camel's saddle; a camel litter or dorser (in which women travel)'. (Platts p.1010)
baa;Ndhnaa : 'To bind, tie, fix, fasten; to tie up, tighten; to bind up, dress (hair, &c.); to fasten or tie (on or round), bind (round)... ; to chain, enchain, fetter; to take captive, enthral, captivate, bring under (one's) influence; to shut up, confine, imprison; to fix, direct, fasten ... join, connect, conglomerate, unite, gather, pack, set... ; to build, construct (dam, bridge, &c.); to compose (verses); to form, produce, make, constitute'. (Platts p.127)
Urdu text: Vajid 1902 {29}
He says, at the time of travel, when the beloved placed a litter on a camel and bound it on, the heat of our ardor bound to every sand-grain a heart that remained in the company of the beloved until the end of the journey. (58)
In the road the dust constantly flies around, and the sand-grains move convulsively. But the lover, since he himself is extremely anxious about the beloved's departure, considers that the sand-grains are restless with ardor for the beloved.... At another place he has said: {228,7}. (74)
[See his commentary on Mir's M{39,6}.]
SETS == EK; MUSHAIRAH
ZARRAH: {15,12}
This is the kind of verse that I've called a 'mushairah verse'; for more on this see {14,9}. The first line is opaque without the second; the second defers gratification till the very end, and then delivers one good big punch. After you've enjoyed that, you're delighted and ready to go on to the next verse; you don't keep on thinking and thinking about it.
Here, as is usually the case with such verses, the pleasure is in unexpected wordplay. The whole occasion is 'hot', of course, as Nazm points out, but that's just the foundation. It's the comparison between the prosaic act of 'binding on' a litter to a camel's back for travel, and the absurd extravagance of 'binding on' a heart to every sand-grain in the vicinity, that can't help but be amusing. There is a Persian idiom, dil bastan bah chiize , 'to bind one's heart upon a thing' (Steingass p. 531), which Ghalib might be literally translating.
This verse also performs the clever negative feat of avoiding in both lines something that the audience would certainly be expecting: the literary sense of baa;Ndhnaa as 'to compose (a verse)'; for more on this sense, see the next verse, {29,2}. Out of the four verses in this ghazal, only this opening-verse-- the only one that must use the refrain twice-- wittily and perversely refuses to introduce this hovering (and irresistibly inviting) sense of the term.
Note for the literal-minded: A male beloved might possibly 'bind on', we might imagine, a camel-saddle like the elaborately ceremonial ones depicted in this photo (late 1800's):

For a female beloved, however, the case would be different; see {147,7x} for discussion.
Nazm:
In the burning of the sand-grains and the heat of the heart, the cause for similitude is clear. (29)
== Nazm page 29