Everything that Zoë just said... lay the leaves on top of the soil, not buried in it. The new bud is located at the very base of the leaf. From that point a stem will grow upward and roots will go downward. Burying the leaves gives the above-ground part a disadvantage and runs a real risk of causing the whole leaf to rot.
When you pot up the stem of that cutting, try not to bury more than necessary for stability (and maybe put a rock on either side for good luck). As suggested, restraint with water is important at the beginning.
Putting this in perspective, midwinter is not an ideal time of year for propagating these plants in the northlands, unless you've got a really bright setup. You will see bigger and faster results when light is plentiful and temperatures are warm, also less likelihood of rootless succulent parts rotting out before they can get started.
Maybe wait until the cutting is twice its original size before you even consider moving it up a size, or uprooting it to see the below ground parts. These things take time (months).
