The prinny is so adorable! <3 I remeber this Doujinshi by Misato Mitsumi and it has to be one of my favorite Disgaea fanworks. :3 Definitely good choice and a challenge. :)
Your first cg/vector style work is pretty good. :) The lines are nice and thin, but in some areas I see a little struggle with the shading of the lines (mostly around the wings). You did a really nice job blending the colors and the shading and lighting looks very soft, though, I think the shading should be a little darker and less softer like the way Mitsumi did it in the original and the brighter areas should be a little lighter (I am not sure if Mitsumi used markers or a program to color it in). ^_^'
Overall, I think you did a great job and I hope you can continue to make more vector/cg style works. I bet it wasn't easy and you should keep it up, BBShadowCat . ;)
P.S. I thought the anime wasn't as good as the video game, but that's just my opinion. ^_^'