To record the legs separately and not have the more recent recording replace the previous recording, you currently have to apply _two_ Mouse Tracker behaviors (one is applied by default, so just one extra one). Then enable only one at a time, being careful to use one of them for the left leg, and one with the right leg.
To add an extra Mouse Tracker, select the puppet in the project panel, or have nothing selected in the puppet panel (with the puppet showing); then click the "+" in the properties panel. To enable/disable each Mouse Tracker, select the puppet in the timeline and click the red dot in front of the Mouse Tracker behavior in the properties panel. It especially annoying because you can't yet rename these, yet you have to remember which is for the left leg and which is for the right leg and be consistent when recording. Sorry about that.
We're working on making this easier in two ways: 1) make it so that moving each handle only replaces older takes when the same handle is chosen (thus no need to add a Mouse Tracker for each handle), and 2) to do fully automatic walk cycles based on knowing a few key handles like heel/toe/knee. Not clear how long before these will be ready though.
I'll give this a try and see if I can make it work. In the meantime, I ended up making each leg its own puppet, then I could animate them separately and see them both when playing back. But I think your way is a little more practical.
Thanks again! This product is truly special.