I just managed the pallete a bit, so I hope you don't mind:
Your's is the "Old" sprite, and mine's the "New" sprite.
Diffrences? Yours still had too many colors, you could've used the second and third shades of X's skin color to work as a substitute for the red, purple and yellow hues. Which resulted in a broken pallete. I also kind of messed with Return X's pallete to pake it appear more natural to the style (akin, the style's pretty dark, not as vibrant and colorful as the PSX X sprites). The sprite turned out okay, just that the colors needed to be worked on a bit, why it didin't turn out as vibrant and colorful as it's PSX counterpart. Remember: The SNES display wasn't as powerful as Japanese cousin, the
Super Famicom disk system? or the PSX. So I slightly suggest that you should work on constructing your pallete a little better.