How does vector shading work in Visio? Is it like the gradient mesh tool in Illustrator.... where you use repositionable intersecting points on a grid to specify colors to blend? Or is it like the gradient tool where you can pick a direction for a linear or circular gradient? I ask because the subtlety you are achieving is impressive.
Thanks for the compliment, I'm quite pleased with the result if I may say so myself
I attached an image to demonstrate how the gradient fills work in Visio.
Visio can do a set of prefixed shade patterns (left-to-right, top-to-bottom circular etc.). This method is quite limiting since you can't really set the direction of the shade: top-left to bottom right is always at an angle of 45 degrees no matter what the shape looks like. A mesh would be a great addition or at least a direction for the shade would help a lot.
I divide the shape in general shades and colour those shapes to achieve a better shading. For example the arm: I divided it in a few shapes. The outer shape is the shadow and uses the darkest tone of fleshcolour I use. The inside shapes have gradients top-to-bottom (green in the attached image) light pink to the dark fleshtone so it fades into the same tone at the wrist. Same goes for the other shape which has a circular shade from the top-left (light) to the dark flesh tone on the outside.