Here's a quote from Plant Propagation by Alan Toogood: "Softwood or greenwood cuttings from Spring to autumn Although it is possible to root cuttings of the deciduous and evergreen shrubs and subshrubs in this genus throughout the year, those taken before flower buds form from soft and greenwood root most quickly and surely. The length between nodes can be quite great, and mallows will root from internodal cuttings, so take cuttings at a set length of 2 and 1/2 and 3 in (6-8cm), regardless of whether it means trimming above or below a node. This will ensure that the new plants are not leggy. Rooting takes 2-4 weeks. Mallow are also prime candidates for rooting directly in pots. New plants flower in 1-2 years." Typically when making softwood cuttings you should remove the young tip and the bottom pair of leaves. Cheers!
As an experiment, I tried rooting these ('Kew Rose') in mid winter. Day time temps where between 6 and 10 celcius. Night temps periodically dipped to about -2 or -3 celcius. Of the 12 I started in gallon pots, 10 survived the rooting process and the other two died. Not bad I'd say! Cheers, LPN.