The VG Resource

You should give the shading more contrast so that the colors can be differentiated more easily.

Okay, I do it.

Now, I upload all koopalings's eyes and pallets.

Aside from fixing the contrast issue, I think it would be beneficial to fix each koopaling's size. Roy, Ludwig and Morton could all be a pixel or two wider. Iggy should be a bit taller. Larry, Lemmy and Bowser Jr.should be a pixel or two shorter. Also remember that Morton's star shouldn't be visible when facing right.

Okay, I upload sprites.

Also, I think Koopas, especially the "Bowser-like" type such as the Koopalings, don't stand upright, like you show here, but a bit hunched over, and they also have broader legs. Kinda like this:

Like this ?

That's definitely heading in the right direction.

I make 4 pose in walk :

Anatomy issues aside,
First off, you've got waaaaaaaaaaaaaaaaaaaaaaay too many colors on this sprite.
I can count 18 different colors in use here, and for a sprite as small as this, that's like... probably more than twice what you need.

You can optimize your color usage better by sharing colors between the face/stomach areas and the arm/leg areas since the colors are so similar.
You can also combine the blue of the hair and shell with the green of the head because the green is in such a small area that it isn't very visible anyway.

In addition, there's banding and pillow shading everywhere which you need to get rid of, and your sprite needs a whole lot more contrast as well as some hue shifting.

Not to mention that the frames themselves lead to an awkward walking cycle. (Especially in the fourth frame)

Okay.
I have a friend who he's goob in the pixelart, He made the sprite larry on the side.
Those sprite is made by my friend :

The third frame in that walk cycle doesn't work. The right leg needs to be back and the left leg should be going forward.

like this :

Having the arms and legs going the same way together like that makes it look like he's waddling. Considering the build of koopas, that doesn't seem like a good way for them to move around. I suggest changing them so the legs and arms are moving opposite to each other would look better.

Also, if I recall right, Bowser Jr. should be significantly smaller than the others, like almost a head shorter.

like this ?