I love black metal.
Anyway -- on-topic, I think they could all be potentially good pieces.
For the first one, I can't give much advice about the shadows, but I think some darker outlined and use of anti-alias would really make this alot better. Especially the face, because it's quote blocky. And you need some form of shading on the face too.
The dithering you've used is firstly too subtle, and not enough contrast between the shades.
Also, the light source and shading looks a bit odd, perhaps find a pixel tutorial somewhere about shading and light sources, that would be very helpful for you.
On the second piece, the lines seem a little harsh and thick? Perhaps smoothen them out with anti aliasing that isn't too dark, and there could be some better shading to help make the facial features stand out more.
On the third piece, this is not too bad, however the eyes and mouth are not dark enough to stand out much. And for a small/skinny piece such as this, colouring, outlines and anti-alias are all important but also sometimes hard to utilise. I can't give much help on that, I'm not too familiar with pieces like that.