NP, that's a great site. I read that and RacketBoy a lot.
Yup, just kind of discovering the PC Engine myself (IMHO Bonk is terrible btw). After playing Rondo of Blood emulated a few years ago, that lead me to finally getting a real copy and a Duo R recently. The shmups I have so far are Blazing Lazers, Gate of Thunder (my favorite console shmup so far, not easy though), and Sapphire (it's a sealed repro though, and I haven't brought myself to open it yet). On my list are Lords of Thunder, the Star Soldier series, and the Aleste Series (related to MUSHA Aleste on Genesis), among others.
To the OP, I think all of the above are fairly difficult, except Blazing Lazers at least, which would be a good starting point into these.