I'm definitely not the authority on how to properly handdraw a doll, but it looks like you're doing what is called "pillow shading." I don't know if you've followed any tuts? Watermelon Bubblegum has some really great ones for beginners. Pillow shading is when you shad darkest to lightest from the outside in. It looks like you already have a solid grasp that clothing needs folds, which is good. I really like your Miss TDP entry.
You see what you did with the shading on the black socks? that's my favorite part of your newest doll; it looks the least pillow-y because it looks like you had light source, and you didn't shade all the way around the socks, if that makes sense. Also, the look very soft and I want to wear them ^^
I think the fact that you are attempting to shade at all is really great for a new handdrawn doller; now you just gotta find some tuts on different shading techniques so you can avoid the pillow shading; there are some great links in the tuts section of this forum