I separated the design above by color to illustrate how you can easily you can create not only the illusion of volume but also the subtle variation from one color to another.
Keep Stitch Directions Consistant
If you are trying to blend different colors together make sure that the stitch directions are parallel this will create a smooth transition from one color to another.
Decrease The Density of Overlapping Colors
Take into consideration the overall density, if you have a density of 60 stitches per inch in each of two overlapping fills or columns, the final density is the total of both or 120 Sttiches per inch, which will create a very dense and hard feeling finished embroidery. however if you reduce the individual densities to 35 stitches per inch you will end up with only 70 stitches per inch and a much more pleasing outcome.
Use a Jagged Edge to overlap Different Colors
Colors blend better if the eges that overlap are irregular. two straight edges will create a more obvious line where they meet than two jagged ones.
Vary Stitch Direction To Define Different Planes
When I tried to differenciate between the outside of the plums and the cut edge of the center, I changed the direction of the stitches and created the two separate planes of the object. The more that you want to differenciate these shapes the more of an angle you want to place the two diffent directions of stitching.
Blending different colors smoothly is easy and can add a lot of depth to your finished embroidery if you just keep these simple steps in mind.