I think the shadows are mainly looking great. And the act of adding them has given a lot more depth to the images.
The rightmost shadow on the second row might be a bit big. To me the face looks concave, as if it goes inwards rather than outwards. Should be an easy fix.
Based on one of the examples posted by Marie Taylor, I thought I would show you a possible process for achieving a smooth style. I am nowhere near as good as the people who made those examples, so just I hope you can find something in here that helps. I want to share a few ideas, and images are a better way to do that.

Time is limited, so I'm only going to work on the two clumps in the top-right. I often start by using block colours for different chunks of the image. This style uses outlines, so I'm leaving them in.

Here I've tried to clean up a lot of the line-work. I've eliminated the hard corners I could find, turning them into curves. I've also eliminated all the jaggies I could see. I believe I already shared the Pixel Joint pixel-art primer with you, which I think covers line work, curves and jaggies. If you want me to go into greater detail about this process, ask.

I've put a flick in the hair. You may not like this - but I would expect you to approach shape and shading differently to me anyway.

I've thickened the lower part of the dividing line between the two clumps, and removed the top. The lower part represents shadow, and the lack of line at the top shows that the two clumps join further up to make one surface.

My wife didn't like the blank faces, so I put in some features. : )
I've added some lighter shade, and darkened the bottom of the clump at the back. There's a brighter line extending from the top of the split between clumps, to represent (I assume) the light catching the edge of the clump.

I found I didn't have much room to work with. I would have liked to create a smoother effect using clusters, but I didn't have the space. I used anti-aliasing instead. I also pulled a little bit of the darker area from the parting into the main body of the hair, to add to the texture.
What I'm trying to do is "suggest" the hairy texture and hair clump shape by following the direction of the hair with my clusters, shapes and lines of shading. I don't want to follow a single hair all the way down in the same colour. To me, doing that breaks the shading and makes the whole image look more flat.
With a bit more space I could put one or more gaps in the line, and the effect would still work. I probably could at this size, too.
I also moved some of the shading, as I didn't like the original position.

Just some final tidying up, removing some subtle jaggies, and a little change to the highlight on the hair flick. I thought breaking it up like this might make it look a bit more hair-like.
I could go on, but I've covered the ideas I wanted to convey. If you find anything in there useful, I'm glad. If you don't like this direction, then it was a fun exercise anyway. : )