I have some cuttings I am trying to root. One batch, Black Jack cuttings, are putting out leaves but no roots. Should I pinch off the tiny leaves to divert the energy to rooting?

it's up to you. once it gets leaves and no roots by 4th weeks in the baggie, i usually just move them to the cup. way i'm thinking is, if i pinch them off, it will put them back. but on the other hand, since it's winter and the leaves are not adding any benefit to the growth, it will definitely take energy away from root formation. i think most members just leave them alone. 

I leave them on but make sure the cuttings with leaves get some light. And sometimes the small leaves just fall off. I figure the plants know better than I do what part needs to grow first for its survival. 

Just a few days ago read it somewhere;
when leafs develop (before the roots, simultaneously with the roots  or after the roots), they need to be put to work to feed the plant.
Therefore, introduce the laves to grow light so that photosynthesis can produce energy to help root development.
This may mean transferring cuttings from bags to cups unless already started in cups.

I put the cuttings in the light.  The leaves make food for the plant.  It takes energy to produce those leaves and if you cut them off the plant has wasted that energy.  Whether it has enough to put out roots and then more leaves you can't know.  If the cuttings like their environment they will root.  If they don't root I assume they don't like their environment.  I figure out if it's too wet, dry or something else.