"Call on" or "call at" or something else? Which is appropriate?

"On" refers to the medium:

Call me on my cell phone.
Call me on the walkie-talkie.

"At" refers to the destination:

Call me at home. (Using my home phone number.)
Call me at 800-555-1212. (The number serves as a target or destination.)

Of course, "on" and "at" can also have time-based meanings, but that doesn't seem to be what you're asking about.

On is the only acceptable preposition here; "call me at my cell" (or in, to, with, etc.) is wrong.

However, if you are specifying the number, you can use at: You can reach me at (555) 555-5555.

Also worth noting is that You can call my cell expresses the same meaning with fewer words. It also removes an (admittedly unlikely) potential ambiguity, since you can call me on my cell could mean "You can use my own cell phone to call me".