We describe the theory of few Coulomb-correlated electrons in a magnetic quantum dot formed in graphene. While the corresponding nonrelativistic (Schr\"odinger) problem is well understood, a naive generalization to graphene's ``relativistic'' (Dirac-Weyl) spectrum encounters divergencies and is ill defined. We employ Sucher's projection formalism to overcome these problems. Exact diagonalization results for the two-electron quantum dot, i.e., the artificial helium atom in graphene, are presented.