If your shady location is not very bright, moving them to a brighter spot (but still not all sunny) might help them root quicker. Or if you have a thick white bag instead of a clear one to cover them with (or something equivalent), they could be in the full sun just fine... benefiting from the warmth as well.
If your cuttings are growing, I'd guess they've formed callouses at least. Putting them into a sunnier/warmer but still wet place as they naturally prefer may help them fill out in the ways they haven't yet.