The only one I have that is less than 24 inches is Claire de Lune, it's growing in afternoon shade. It seems to be a very slow grower, though. Several of the fernleaf hybrids are very small but I'm not sure about the shade issue. A lot of the smaller ones are listed as rock garden peonies on websites. I've seen a few of the Itohs that are listed as 24 inches or shorter, too.
If it's going to be heavy shade I'd plant something other than peonies, filtered shade would probably be fine as long as it's not wet shade.