When I said the art lacks character, I meant the backgrounds more so than the characters. The characters could stand to be less grey, but other than that I don't see much wrong with them.
If you want an example of how to pack a lot of character into a small character though, check out Broforce. The art in that game exaggerates the characters' hair and muscles, turning them into (tiny) mountains of meat. In addition, the animations emphasise hulking arm movements and silly-looking tiny leg movements, making the characters look comically muscular. It's a good game to look at overall, as it has a similar feeling to yours, but with more appealing aesthetics.
I can't really suggest specific fixes, as I think the problem is rooted in the environments themselves - it doesn't look like your artist was trying to depict any particular mood or story, but was working with generic concepts like "jungle", "scifi interior", etc. Is it warm, cold? Bright, dreary? Night, day? Inhabited, pristine, abandoned? All of this plus emotion can be conveyed through colours.
In addition, the jungle levels look a bit bland because the screen is half-covered with a repeating, heavily-textured ground tile a lot of the time. Not only does this make the fact that you're using very few tiles stand out, it can also be very tiring to look at. You
are balancing it with areas where the far background is visible, but I think you could improve it further by having the cliffs fade off to a solid colour.
Here's a very rough edit with a few suggestions (original on the left):

I scaled your art down to 25% to get something resembling the art's native resolution for easier editing, hence the tiny size.
I made the cliffs fade out to their darkest colour. This helps the characters stand out better, and avoids filling the screen with texture. In addition, a flat colour doesn't have obvious tiling. Add a few "faint rocks" tiles in there and you have a rather organic-looking wall with only a few extra tiles.
I changed your greens to be a little warmer, so they contrast more with the purple ground and tree trunk.
I gave the trunk a bit more volume by adding shading on one side and more lighting on the other.
Lastly, I tweaked your particle and bullet colours. I made the bullets lighter and more yellow so that they stand out as much as the characters, and I made the particles darker and redder, so that they stand out less. This makes the bullets read better among the particles, and should help reduce the characters getting lost in the particles even when everything is exploding at once. You could possibly even have the particles change colour over time before they fade out - briefly yellow, then quickly fading to orange and then slowly to red before finally fading out, much like fire sparks do.
Your sewer screenshot actually looks the best of all of them so far - nice clear colour identity (dull purple environment, bright green dangerous thing), the background has nice low-detail areas to look at, as well as some high-detail bricky areas. I'd recommend breaking up the bricks some more with low-intensity details like smaller pipes.
Lastly, another art nitpick: The UI in the sewer screenshot hurts my eyes. Pure blue on black is hard to read and doesn't look good. Try using a lighter, less saturated colour.