I just created a palette with the MakeCode Arcade colors to use with Aseprite. After you have created a new file (remember to check indexed), just load this palette from the folder where you have it stored. MakeCode Arcade Palette
Hi! This palette is for an external piece of software called Aseprite. You can create your pixel art there and then use a tool like this one https://riknoll.github.io/pxt-arcade-asset-tool/ to import it to your project. To change the color palette in your MakeCode Arcade Project, you have to use an extension.