First of all, please don't confuse terms. Custom Post Types is a mis-named feature that should really be Custom Content Types. They're pieces of content that aren't posts or pages, but live in the same kind of database. Like posts and pages, they can have tags, categories, comments, and other custom meta and taxonomies applied.
However, comments are still comments, whether they're on a post, page, or "gallery" in your situation. So here's my counter-question: what is different between comments and critiques in your scenario?
If they're fundamentally similar, I'd recommend not distinguishing between them. If they're fundamentally different, try this:
Set up "critiques" as its own custom post type. Then either associate critiques with galleries using a custom taxonomy or by storing the ID of the gallery/piece being critiqued in a custom field of the critique. This will make it easy to find critiques for specific galleries/pieces in the future while still keeping them distinct from comments.