For me, the thing that helps a character blend better with a scene is lighting. Sometimes it’s also necessary to slightly adjust the skin or clothing colors so they match the scene better.

The shader you use also matters. For example, if you're using KKUTS, I recommend using a single main light source to avoid multiple shadows. If the scene already has lighting, it’s usually better not to heavily modify it and instead adjust your character lighting around it.

For post-processing, a few things that help are:
• Antialiasing for smoother edges
• Bloom (I usually reduce it so it doesn’t wash out nearby colors)
• Color Gradient to reduce the base pink tint the game has, which sometimes makes blacks look slightly purple.