Hello this thread was designed for me to answer - though I agree with most of what Chaz said above, especially that Gate of Thunder is the superior Thunder game.
I don’t really know what’s on the mini, but here’s a breakdown of stuff that to me feels Very PC Engine and also is probably not on the mini. This is off the top of my head, but I’ll go through my collection later and add.
Action
Cross Wiber - a game created for a non-existent sentai series with great music, great sunsets, fun weapons (your little dude can transform into/power up three different sentai suits with unique powers - I like the green/boomerang one), and unfortunately, terrible death pit traps that feel like they were designed to eat quarters, even though this isn’t an arcade port. By FACE, one of my favorite devs for this platform.
Valis III - well, I love all the Valis games for better or for worse, but III is probably the best one. Tons of faults but great music, and a fun cheeseball plot featuring a schoolgirl who has to inherit a mighty sword to take on the demon hoards (and defeat her companion sword of lazus). It’s the first game I played with a slide dash (not the first game to do it probably, just the first I played). Oh, it’s an action hack and slash platformer, kinda. Less than Megaman X but more than NES Castlevania??
Final Zone II - sequel to the genesis game?? I think?? the genesis game sucks. This game on the other hand, is super fun. It’s a top-down 8-directional shooting mech action game where you play as different mechs as you go through the story. Has re-recorded vocal themes in the US and JP versions.
Last Alert - another top-down 8-directional shooting action game, this time with a small rambo man. the music rules, the stupid dialog rules, the whole thing rules. It’s dumb as heck.
Hiho Densetsu - Chris no Bōken - weird action platformer with limited time (sucks) lots of weapons (rules) good music, and a weird scenario.
Shooting
I guess I mean scrolling shooters heh.
Metamor Jupiter - it’s not the very best, but the reason I included it in the “impossible” techniques thread is its excellent visual style. Also has the first video game music ever from Masaya Matsuura. I had him sign the obi. This to me is a quintessential PC Engine game FOR ME because I know it’s not great but I love it. That’ll be a different game for everyone, but this is a very “warts and all” console where you might like a game just because of the concept or the musician or a certain scene.
Psychic Storm - I mean, it starts out in Neo Hong Kong. Your ship can change shape into some sort of chimera beast. It’s fun, the end.
Aero Blasters - this was an arcade game and a genesis game but for me this is where you play it. It’s speedy, it’s colorful and bright, it’s just a lovely little shooter.
Download 2 - first game I ever saw with male nudity. Also it’s a weird cyberpunk shooter with hitler’s brain as the bad guy.
Puzzle
I wouldn’t say the PC Engine is strongest in the puzzle genre (actually maybe it’s one of the weakest for that) but it’s got some good stuff.
Ryukyu - another FACE game, this one about making card matches with music from the Ryukyu islands playing in the background. The opening theme with the waves is just fantastic.
Devil’s Crush - just putting this in puzzle for some reason. It’s the best pinball game I’ve ever played. I guess Alien Crush is in the collection but it really can’t lay a finger on Devil’s Crush.
LOTS of good mahjong games on here. Maybe get a FACE one.
RPG
Arunamu no Kiba - interesting little RPG with a brutal intro. in the first scene fiends come to attack the village, and your brother, the best warrior there, goes off to protect everyone. You decide to follow and he has to protect you, but he freaking gets gutted and his blood splashes across your face and the baddies basically leave you for dead because you suck. it’s quite a thing!
Vasteel - okay, battles take too long, but it’s an ambitious tactics/action hybrid with light jazz music set in space with mechs.
Lady Phantom - I can’t defend this. It’s a tactics RPG with terrible balance, OP characters aplenty, and just so much bad stuff, but I love it.
Other
Moto Roader MC - I guess Moto Roader is in there? but Moto Roader MC is my favorite one. It’s got a hidden 5 player mode where you go around in an arena that’s slowly falling away, and try to knock each other off. Good stuff.
Well, I’ll update this later with more stuff. I know there’s tons I’m forgetting.