I think the shading looks great the way it is without A-A or dithering.
Well, it's very cute, and I like the shading on the leaves. The eyes look like they should have a bit more black on them, but it's not that big of a deal. The black part of the forelegs (or arms, whatever their supposed to be) look less rounded off than the bottom legs, but I don't know how you'd fix that. The outlining seems to shift between being one pixel think and two pixels think; you should stick with one pixel thick.
It's a great pixelart with only a few minor flaws. Keep up the good work!