let's see...
the official art Zelda sprites seem okay. at least to me.
I'm not sure about "Power Suit" Roll since there aren't any official ties to her directly transforming into Roll.EXE or anything of the sort and it seems a bit odd and random-ish... Power Suit also makes her sound like a Metroid character so it'd probably be better to call it like, "EXE Form" or something like that. still cool though and always great to see Mega Man things.
the Undertales mosters would be okay but... did you use the actual MOTHER 3 palette? most of these are really lacking in contrast and some, like the black and red devil thing and the green thing, seem to even have a slightly different shading style/the shading could be improved on, cause it doesn't look like they all have a defined lightsource, from what little of the shading I can see.
the Fantasy Chess pieces don't look like a huge revamp, tbqh -- more detail was added and the lines aren't horrible like the originals, but these, like the MOTHER 3 styled monsters, still suffer from low contract issues. some also have banding, like the top of the bear's head. otherwise the linework is pretty decent on most of them.
I gotta say, the Mega Man Link is pretty good. I don't have any gripes with it. unless you managed to maybe anti-alias the inside of the sword's outline on his first idle sprite, then that'd be pretty cool.
the GBC NPCs are good, too, but I don't know that much about the style so I'll leave it to others to observe.
aaand the big ol' Tektite... pretty cool, I love Tektites and I like how you did the shading. it makes its front pop out nicely, but I think you should shade the back legs just a wee bit cause it looks odd to me being all solid like that (but again I don't know much about the GBC Zelda style so that might just be how the style works). but it looks weird how its legs are pointy like that when bent. it's the kind of pointy that you get if you were to bend a plastic straw at a non-bendable part, it doesn't really show the joints properly and just looks odd. I don't think I can properly explain right now what I mean but the legs on the sprites you have on the bottom of the sheet are a little better about the pointiness, yet still look like plastic straw crab legs being forcefully bent or something, except for the leg to our right in the front. you have the joints spot-on on that leg, so I'd advise you to try and make the other legs a bit more like that.
for most of this I want to leave others to comment cause I know some of these could do with some work but I'm not an expert so I'm probably missing some flaws too. hope I was understandable, at least, and for reference, here is our own
Spriting Dictionary.