I get the feeling that you place too much emphasis on outlines versus shading. Also, some areas seem to be shaded in isolation - for example, the girl with the wings. Her ponytail comes out behind her back, but why is it equally as bright as the top of her head? And the man with polka dot vest; why do his pants have a stronger highlight than his hat? Next time, when you start a pixel piece, blob in the structure as a whole and which parts will receive the most light. Or try doing a grayscale version first so the colors don't get in the way. Don't feel the need to shade every area the same way. Some areas simply won't have highlights, and that's okay. Some areas will have sharper changes in light than others.
Aside from that, I love your character designs

esp the guy in the lower left, he looks badass.
I think EvilEye was referring to this
