Ghouls 'n Ghosts - the second loop is a little unfortunate; the game would be stronger if it just had two or three extra stages instead. I don't think the second loop is too bad given that it lets you cut loose with the ultra-powerful and surprisingly nuanced psycho cannon weapon, which makes you approach the stages differently, but it is a little bit of a drag.
Fire Emblem: New Mystery of the Emblem - some of the same-turn reinforcements feel a little too arbitrary for how powerful and threatening they are, and I'm saying that as someone who doesn't think they're necessarily a bad mechanic. Most of them are telegraphed in some form, but there are a few levels with virtually nonsensical conditions for spawning them that end up just being trial and error - I'm mainly thinking of the volcano level with the wyverns who keep spawning from forts, but there were a few others, I think.
Vanquish - the bosses are a little indistinct. Most of them are fine mechanically, but that most of them are reused several times without the fights being changed up in major ways is a downer (particularly the Unknown and Crystal Viper). I also think most of them are a little too easy, have somewhat low HP. and don't require enough interesting strategy to bring down; it makes most of them feel more like minibosses. (But I will say that the game makes up for it by having one of the best final bosses I've fought.)
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I can't remember any flaws in Cave Story, should replay it again
I think the backtracking in Bushlands and Sand Zone kind of stinks. Rote backtracking is already a little dicey in full-fledged Metroids; in a linear action game like Cave Story it really starts to feel like a waste of time.