Sorry, Nicholas, but the answer is not good - rockery plants, if you mean a proper rockery rather than just a bed with a few rocks dotted about, are usually alpines. Alpines grow in dry, rocky/scree, open situations, with full exposure to sunlight, and none of them will do well in a shaded area. That then means you're stuck with plants which only do well in dry shade - so one or two ferns, maybe some Lamium varieties, Vinca, Hypericum calycinum, none of which are 'rockery' plants as we know them. The latter three are, or can be, invasive, so if you were going to use those, you'd not particularly want them where you can't reduce or weed them out.
There is also the question of how close to the leylandii you wanted this rockery to be - the soil level which currently exists around the base of the trunks should be kept the same, so any piling up of soil/rocks will need to be done further away from those.
If three feet away is not an option either, loose lay a few slabs and stand pots on them and plant into those with whatever you want - summer bedding in summer (lobelia, fuchsia, busy lizzy, begonia, pansy all tolerate shade well) or use much larger pots and put the plants mentoned in the update section in those instead. Means you have to water regularly though.
UPDATE: Anything you plant should be a minimum of 3 feet away from the base of the trees - have a look at Mahonia aquifolium, Ruscus, Prunus Otto Luyken, Lamium maculatum White Nancy or Beacon Silver, the latter two for ground cover. All will need watering till established though, particularly the shrubs mentioned.