The dithering is done well, But I don't think this is helping to the texture. Oranges are meant to be porous and I can't see it yet.

Added dithering. Hope it looks better now.

The segment is very nice, but the fruit itself require more work. The texture doesn't feel right.

Thank you! 

I love the painterly look of this, really nice piece.

Thanks for feedback, Manupix! I did fast edit for 8 colors, going to spend this evening on other things you have mentioned.

The shading doesn't translate into volume bc it's somewhat inconsistent, relatively to light. Study the ref carefully, notice how each fruit is shaded differently, ask yourself why and where the light comes from on every part of each of them.
This is not easy, and all the more so with a small palette (I'm no fan of dithering but I think this is one case where you can't really avoid it).

The few dark AA pixels don't work bc they're darker than both colors they're supposed to bridge.

That's 9 colors btw. You could probably increase the saturation a bit on one or two of them, as most colors have nearly the same atm.

No, I didn't use it.

Looks like "Indexed color" 8. Isn't?