The light seems to be very direct and as a consequence I get the impression the bird is perhaps a little over-sharpened? I would try reducing the highlights a little and sharpening less, also try to put a little more light in the eye.
Blue-grey gnatcatchers do have bristly little feathers. If this is a large crop,it could be noise on the edges rather than oversharpening. Either way, these little fellows are in almost constant motion and difficult to catch.
These guys are too cute, and in perpetual motion...you are brave photgraphing them at ISO 250:) Exposure looks good and I like the black BG. The overall body and head angled away are unfortunate, and the perch is rather large and dominant. I've only ever seen these guys one spring up here, and they were a challenge to photograph - but quite the curious little buggers!