Not a Palantir recruiter, but I've placed engineers there and talked to enough hiring managers to give you the real picture. The behavioral stuff at Palantir is different from the STAR-method grilling you get at Amazon.
They care a lot about a few specific things:
Ownership and discomfort with the status quo. They want to hear stories where you noticed something wrong and fixed it without being asked. Not 'I raised a concern.' Actually fixed it. Or tried to. The specific outcome matters less than the initiative.
Working in ambiguity, especially with non-technical stakeholders. Their products go into government agencies, hospitals, defense. The 'users' are often analysts with no technical background. They want engineers who can figure out what's actually needed when the spec is incomplete -- and who don't freeze or just implement the wrong thing and ship it.
Comfort with mission-critical stakes. They will ask about projects where your work had real consequences. Not 'improved page load by 2%.' They want to hear about times when something actually mattered if it went wrong. If you've worked in regulated industries, healthcare tech, fintech -- lean in hard.
Common questions I've heard come up: Tell me about a time you disagreed with a technical decision made above you. What did you do? Describe a project where requirements changed mid-execution. How did you adapt? Tell me about a time your work had a direct impact on an external customer or end user.
The values thing: Palantir is pretty explicit about hiring people who believe the company's mission is important. That's a filter. If you're uncomfortable with their government contracts, they will pick up on that. Not saying you should fake it, but be honest with yourself before you apply about whether you're a fit.
Behavioral prep for Palantir: quality over quantity. Two or three specific, high-stakes stories beat a dozen generic ones.