It was quite a lengthy process but overall very positive and pleasant! The sequence of interviews was as follows: recruiter call, call with Deployment Strategist, 3 interviews with Deployment Strategists onsite, a final call with a Hiring Manager.
The initial call with the recruiter gauged interest for the position and Palantir, and asked about some technical/data-centric projects I'd worked on. I was quickly scheduled for a follow-up call with a DS over Zoom. It lasted about 45 min, and the type of questions were about interest in Palantir, why I wanted to leave my current job, personal interests/passions, and more broadly interest in tech/data. A week went by without hearing back so I emailed them and they immediately responded saying they'd like to schedule me for an onsite visit. It consisted of 3 back-to-back interviews with DS and a lunch/presentation about the company. Two of the interviews were a mix of a decomp problem and behavioral, and one was fully behavioral. It was a very fun day - the interviewers were very friendly and interesting, and I had fun talking to them about my work/their work/the hypothetical deployment scenarios I had to work through. Two days later I heard back that they wanted to schedule me for a final interview with a Hiring Manager, which took place a couple of days after that, and I promptly heard back that I'd be getting an offer.
My advice to anyone interested in this position (at least those not fresh out of college, I can't speak for soon-to-be/recent grads) is to forget about worrying about brainteasers or questions of that type, and instead spend a lot of time researching Palantir, their values, their product, and thinking about whether you really are passionate about working for them. If so - let it show! Don't underestimate the importance of more behavioral-type questions in favor of technical ones. Aside from specifically researching Palantir, I spent a lot of time reading articles/blog posts about data science and interesting/innovative ways in which companies use their data. And of course, spend time thinking about your past experiences and how they can showcase your leadership, tenacity, teamwork skills, etc.