First of all, as an artist... great character design. It's so super simple, but with the shapes and colors it really portrays some personality. And the way you could attach them up or below really gave it a cute little look.
The mechanics are solid, and do quite a few interesting things. I feel like the difficulty progression might be a bit jumpy due to the lack of a proper introduction of what the game wants you to do. An easy fix would be to have a smaller, simpler level with say, using Mr Horizontal as a shield for projectiles being a big main component, and maybe even having.. out of the 3 or 4 puzzles, have 2 or 3 of them show off a few ways you can do this. That way you highlight the functions of each of the individual characters perhaps a bit slower, but is way more likely to 'stick.' Aha, get it? Okay I'll let myself out now.
Oh, and perhaps a little feedback when blocking projectiles, jumping/attaching/detaching, and stepping on the intended teleporters would've been nice.
So yeah, aside from level design and difficulty progression, which can be an art/job in itself. Really solid work, and great great looks of the game. Well done and very polished for the gamejam! Keep it up!