Interesting question! I have thought some about the colour use for The Changeling's Sister but I haven't as such gone for a palet.
Since the tone of the story is quite dark I went for a darker feel in the colours, Like it being a bad memory sprouting up. I can best describe it as, if you have seen Howl's Moving Castle, where Sofie goes through the door to Howl's refuge home in the flower field, and it grows out of the darkness. That's why I use black panels instead of white.
In the ball room scene I thought about the uncomfortableness Rose feels in the scene, how angxious she is, and how her senses are in high alert because of it, and everything is just a bit too bright and off with the colours, going for a cold yellow and green. (I'm not sure I got that across though, I think it just translates into a bad colour scheme for everyone else :S)
I also gave Rose and Doll-Lily the same coloured dresses on, but desaturated Rose's and oversaturated Doll-Liliy's to show how unatrually beautiful Doll-Lily is and how Rose almost blends into the walls. (Again I'm afraid people have just read it as not balancing the colours properly, but at least some have picked up on the dresses being different colours)
So I guess I'm not thinking as much in colour schemes as how I can convey how the characters are feeling in the scene.
I generally also pick a background colour and then match the rest of the colours to that.
In general when I envisioned the story I also thought a lot about green and violet. That was how the story is coloured in my head (I haven't gotten to those parts yet though).