Alonso’s side were bullied by Leeds in the first half, heading into the break 1-0 down thanks to a goal from summer signing Tarik Muharemovic.
Rogers, Palmer, Reece James, and Pedro Neto all came on at half time, but shortly after Brenden Aaronson doubled their lead.
Momentum shifted when Chelsea were awarded a penalty, which Palmer expertly dispatched, and the home side went on to win 6-3.
Speaking to Sky Sports after the game, both Palmer and Rogers spoke of how they’re loving life under Alonso.
When asked about what Alonso said at half-time, Palmer said: "Up the intensity. Thought the first half was flat, so we upped the tempo."
On playing in this Chelsea team: "I’m enjoying it. All the attacking players, it’s a lot different for us. I think we still have a bit to go, but we are getting results which is the main thing."
Rogers speaking to Sky Sports about playing with Cole Palmer: "We pretty have (been playing together forever).
"It’s so enjoyable to play with high calibre players that are here. I’m enjoying my football, trying to be free, and showing what I’m about.
“Playing with a smile and playing free. Good things are happening at the moment, so It’s nice. It’s a really enjoyable team to play in."
On the team: "There’s a lot to work on. It’s early days. It’s exciting. We have to keep improving keep learning."
On the flick for Chelsea's second goal: “100% I meant it obviously. I saw him (Palmer) out of the corner of my eye making the run, and just played it in his path."