A glaze is an ultra thin coat of paint. Unlike a wash, there is not a lot of pigment in the glaze so you don't get such a strong effect. You can use glazes to either add a tint or to smooth out highlighting (if you use a complementary colour).
Basically put a pool of clean water on your palette and then add a drop or two of paint. The result should basically be coloured water and not just very thin paint. Slap it on and you'll get a subtle over-tint on the base colour. I used an Enchanted Blue glaze to give the green flesh a colder look and a Liche Purple glaze on the chitin to smooth out the highlighting.