SMS spec tiles:

Generally, the less important a feature the less you want it to stand out.

If you are going to use high contrast in the background be consistent about it. You've got much darker outline on the bars' silhouette, but barely darker outlines on the wall's silhouette.

However you mean to represent the fire (image painted onto wall, painted miniature, LED-illuminated translucent plastic) it doesn't make sense for it to be near the darkest feature in the image.

Another thing (and pet peeve of mine), the dark outline at the bottom of the miniature bases suggests a shadow-gap which makes them appear that they aren't sitting flush with the board.

Ai- How do I start to learn how hair shading works? I don't get it.

Learn to see. Try seeing, try to reproduce what you see, compare what you drew to what you see, repeat.

How does a program that handles "adjust a color" do it better, though?

GGale has the colour adjustment sliders always visible so there is minimal burden to tweak colour values. Aseprite allows you to leave the palette editor open while you work, but you have to reopen it every time you launch the program and in a (usually somewhat broken) floating window too. Also no HSL.

Is there any way to swap/replaces colour in the palette with a single drag+modifier like in GGale?

For merging colours multiselect then merge-as-average or merge-as-first/last would be a nice feature that is lacking in all pixel editors AFAIK.