Yeah there's a lot of pillow shading/staircase banding going on in most of those tiles. Especially the jungle level and mine tiles, round shading on a flat surface doesn't make much sense. First and last levels were better.
Also thought the tiles were a bit grid-like, like they were tiles for a puzzle game. Tried out some new tiles, brick pattern kinda unified the whole thing, so that's worth a try IMO. You should explore ways to eliminate the grid pattern for other level tilesets too, (most are way too obvious compared to the level 1 tiles) you don't have to look far to find
good examples really, but don't be afraid to get creative. If you are going for the grid pattern though, you should still eliminate the pillow shading.
Sprites: I worked with few colors at first (to the right) to check major pixel clusters and see how readable the sprite can get. Readability is important at this size, I can't emphasize that enough. Lighting is a bit inconsistent there... from above on the head, below/side on the body? When shading find out what shape a part of the sprite is, where the light is coming from and stick with it. Also fixed some depth/banding problems with the bones and bat sprites.
EDIT: Just saw the promo art while searching for the demo. Good stuff! Download link for the game is 404'd however. I'd like to see how the tiles work out in context, while playing the game. (Videos look promising.)