Yeah, practice makes perfect, that's for sure. You should see every old spriter first try, it's a mess, haha.
As for the palettes, you can pick various colors from various sprites, sure. Just make sure once you pick let's say, blues from Black mage, make sure you take all shades of blue(from brightest to darkest), not one or two. As long as you keep this rule on, it will be fine. That's why the darks on your Mime got weird most likely, since you mixed various shades from various sprites, stick to just one sprite next time.
Graphics Gale is my favorite tool, tried Photoshop once, but it ain;t just my drill. Using GG all these years and I still love it