Is it wrong to be pleased with myself for the spiritual progress I feel I'm making?
Hare Krishna! Thanks for your question.
Certainly it's not bad to be pleased with yourself for achieving some spiritual insight or success. Generally a sadhaka, or aspiring devotee, holds his progress up to the test of guru, shastra and sadhu to determine the validity of his assessment. This means checking with scripture (shastra) to see if indeed the signs you observe are confirmed as valid indicators of spiritual advancement. Also consult your spiritual master (guru). The guru is empowered to assess the advancement of the disciple and can guide him/her to employ proper methods in moving forward. And finally, association and consultation with other devotees (sadhu) can help us to examine ourselves honestly and assess how we are progressing.
It's difficult on our own to sort out our own ego and the will of Supersoul. Often the mind gets in the way and we confuse its desires with the real desires of the soul. Consulting with the three above mentioned experts can help us remain fixed on the right path.
Also, although it's not wrong to be happy with genuine spiritual advancement, the true devotee is looking for the happiness of the Lord rather than acting for his own happiness. So be happy but at the same time continue to strive to please guru and Krishna! Their happiness will give us true satisfaction.
I hope this is helpful.