They look like 22 ohm resistors, not 220. It could be bad coloring from the camera, but the third stripe on those two resistors looks black, not brown. But if you're sure those are 220 ohm resistors, then you're good.
Anyway, I still think you're wiring is a little hokey on those LEDs. The PIC pin, LED, and resistor should all be in series with each other. And no, it doesn't matter which side the resistor is on, as long as everything is in series. You're correct that the shorter leg is typically the cathode, but don't trust that. You don't know if that leg got cut at an earlier time. Use the flattened side of the plastic to determine which side is the cathode.