I have tried to propagate 'Purple Palace' and have had no luck. I've tried cuttings in a soiless mix and the florist foam method to check which method would be best. After more than a month, both of the cuttings are alive, but I have not seen any roots yet. I would love to find out if anyone has had better luck.

To propagate Heuchera from leaf cuttings successfully the stem of the leaf must have a portion of the main stem of the plant attached. There are dormant buds at the very base of the leaf stems (where the stem it attached to the plant) so part of the crown of the plant needs to be present in order to root and grow into a new plant. If you cut the leaves off mid-stem (picture an african violet cutting) they may root, but there isn't any way they can produce top growth because the stems alone do not have the ability to produce a growing plant.
Propagating Coral Bells from leaf/stem/bud cuttings is a little damaging to the original plant but Heuchera are tough if healthy and growing strongly. Last year I accidently ran over an old clump of Heuchera with the lawnmower and it quickly regrew from stems that were chopped to the ground.

Farmgarden is right on. Heuchera can easily be propagated as long as the leaf has a bit of stem. Quick dip or rooting hormone powder, 50:50 peat:perlite, mist has resulted in nearly 100% success for me. Before I had the misting bench I had great luck by taking the bits of stem and leaf that broke off when dividing the plants, stick them in moist compost, cover with a baggie and place in the shade.