Won't happen unless the stems are from tree peonies or contain at the base a bit of root.

Probably your grandmother did the same type of experimentation you are doing when she was your age so she knew which ones were likely to form roots. However I do have some older plant books that talk about things we no longer know how to do as if what they are writting about was common place, so keep trying things.

You might want to purchase a bag of sand to place cuttings in as many plants will grow in moist sand but not water. Hubby's grandmother had a place on the north side of her house with natural sand that the only moisture added was by nature but always was moist.