I have several succulent leaves that I have set aside to regrow new succulents. A few of them have grown pink roots and a couple have grown baby leaves.

What should I do with them? Do I continue to let them grow? Do I add them to soil?
Rocks?

Here is are pictures of two of them.

I'd say soil
Water daily to every second day in the first few weeks until the old leaf dried out, then as usual every 3-4 days (depending on soil, placement and climate)

If they are important, I place them in a small pot (2", 5cm) with a mixture of 3 parts grit (2-5mm grain), 1 part sand (0-3mm grain), 2 parts peat compost (selfmade and sterilized by letting it sit at 150°C for 10 mins in the oven, to get nasty rot-inducing critters out), 3 parts akadama (red clay, used for bonsai as main soil ingredient), 1 part kanuma. Then in the middle of that pot I have a little tiny bit of humus, like a centimeter wide, just a sprinkler. In that bit of humus I place the roots. This is to hold them moist and get a first, vigorous shoot going, after that the poor water retention capabilities of grit and sand together with the kanuma will make root spread easy, rot hard and maintenance quite low.
If you don't have kanuma or akadama, substitute them with crushed up fired clay (crushed bricks or so) for akadama and pumice for kanuma. Alternatively leave them out, they should also do just fine without that, seen them grow in pure 3-8mm grain size grit but wouldn't do that if the plant was pricey or otherwise hard to get by again.

If they are easy to get more of, just take whatever well-draining soil mixture you prefer and stick as many in one pot as you want, repot one by one the ones that got big enough and didn't go down along the way.

Oh and, give them a sunny spot, best outside in summer and south-facing window in winter (If you live in the northern hemisphere), don't take the odds of leaving them outside at under 10°C.

Hope that helped a bit, maybe others can correct me at the points where my smol experience from other echeveria wasn't enough

There is more than one way to make this work. I like to hear how other people approach these things.

I typically park leaves right after harvest on top of soil in a smallish pot, so that the base of the leaf is touching the soil but is not buried by it. The rest of the leaf can be sticking up or sideways or whatever. Maybe put a couple of rocks in strategic places to keep the leaf from bouncing around when I water. And then put it in a bright but protected place (I like 50% shade outdoors or max sun indoors) and water along with my other succulents (more or less when the soil is going dry, which is generally weekly in our very mild climate). That works for me. There really isn't any kind of special treatment.

Once the leaf has roots and a tiny rosette started at the base, it's officially a new plant and able to begin taking up water and rehydrating. Those roots will find their way into the soil if you park the leaves carefully. No special poking prodding or pushing required. Wherever the mother plant is thriving would probably be a perfect location indoors. You can expect a couple of weeks more to elapse before the root mass is large enough to really deliver water to the new rosette. In the meantime the mother leaves will soften and deflate, but don't despair or give up prematurely.

Hi & welcome! At that stage, I lay them on the soil surface, water when dry.