I'd absolutely agree with Terry about day and night temperatures HaoBao (if your window sills are similar) - there's no need to put your cutting outside.. and I'd personally be wary of flash inclement weather at this time of year. Along with moist akadama, try to give your plant as much light as possible to compensate for our more northern latitude. I'd imagine hot grow lights are too much though, especially without roots.
I always believed that plants from leaf cuttings are impossible, but have recently heard that the subterranean tuber-like stems of D. nesiotica can be grown from leaves, albeit in California. This surprised me as the leaves of this species are not hugely succulent and die off each year before flowering. I've never tried to root leaf cuttings either, particularly because it's really easy to grow from seed, as mentioned.
I also think Stuart's right Aiko, in that dudleyas can be grown as summer plants - I have friends who treat them this way. It's just personal preference, but I think they struggle a little when treated as summer growers, only because they've evolved in the winter rainfall Mediterranean climate of western North America and are naturally triggered by the rise in precipitation and cooler nights (when their mode of photosynthesis also changes). I guess it comes down to individual choice with all the plants you mention - and mold from damp can be a challenge without good airflow.
Please let us know if you have any luck HaoBao