Unfortunately, unlike other leagues, the NHL refuses to admit that the referees can make mistakes. This is why you will never see coach challenges.
Sad really, because off the top of my head, I can think of 10 calls last year that would have been overturned if a challenge and video replay could have been opted by the coach. At least three of the ones I can easily think of determined the outcome of the game.
As for that call tonight, that would not have been overturned IMO - it was a Leaf player who first contacted Bernier, Malkin came in afterwards.
They should allow one coach challenge per game. If it is not overturned, a two minute penalty. But like I said, I don't think it will ever happen, as the NHL has the mentality that the officials are perfect, and they would never allow them to look 'bad' during a game.