Sorry to intrude, but the shading on them is a bit pillowy (it has the lightest color smack-dab in the middle), and there isn't enough contrast.Final Update... Left is Falco with palette swaps, Right is Falco with palette swaps and fur changes.
Default
Blue
Dark Blue
Green
Light Blue
Black
Orange
Pink
Purple
Red
Melee:
Default
Red
Green
Blue
Samurai Dedede
Samurai
Samurai (Green)
Samurai (Blue)
You want to shade things as if the light source is above and slightly to the side of the icon. A good example on a larger scale can be found here. Just remember that the darkest color should stand out from your lightest without being too bright,and the darker color shouldn't be spread around the outline, but concentrated in a lower corner. I'd also suggest avoiding what's called "shading with black" or just using a darker value of the same hue. For yellows, use orange for the shadows. For reds, use more orangey shades for lighter values and purplish ones for darker values.
This is how I touched up the default Falco icon.
Notice how I have less of the darker shade towards the upper right and more towards the lower left. The beak was, aside from poor contrast, fine enough as-is. I also darkened the bit of feathers below the scouter.
And my attempt at fixing up the colors on the beak:
The contrast is a bit better, but not quite there yet, in my opinion.
I'll give the other costumes the same treatment soon. Same goes for Melee Falco and Dedede.