Did you think of a lightsource when making this? Because I can't find one.
The contrast isn't that evident. You have too many colours that are similar, for a sprite of this size you can cut off some of them (my opinion).
For the red tones you have four colours, you can have only two.
For the black/grey tones (1st sprite), you have a total of ten colours, if I were you I would use just four (five at most).
For the white/grey tones (2nd sprite), you have eight colours, you could go with four here too.
With your first sprite:
I changed the palette a bit so that he has less colours. I know it's rushed and all, but I hope it gives you a better idea of the contrast: the character has a bit more of character (heh) and he seems to be lighted from the right now, albeit there's something wrong in that left leg (our right). This to say to not use lots of colours that look the same.
I went with six colours instead of five... well, I could have used five now that I think about it: the lighter colour in his helm could have been black.