The Shy Guys look awkward. They aren't shaded properly on the body, meaning they'll look unsightly with all the other SMW-styled scenery. Also, why did you go for completely different models as opposed to just recoloring the standard sprites into SMW?
Just because you recolor something with SMW's default colors, it doesn't mean it will look SMW styled, or even look good. I think the graphics he used are fine.