I don't mean to hurt your feelings, but, the shading is really little, hardly to be called shading. From what I see you just added a border of the darker color around everything. It's not really shading as there are still big bulges of that one color which make that area bland and it doesn't have any depth to it.
In addition that grey color in the Johan thing doesn't look that good either, it is an outline color and should stay that way. :\

I tuned it up for you, look at it and study it, I'm not amazing at shading or spriting but IMO there is enough of a visible difference. Sorry if I sound really blunt, I just type that way (and IRL I talk that way), don't mind me. I just want to help because I think your sprites are pretty good and I suck myself but I've been spriting long enough that I know how it works (I'm just horrible at applying...)