I actually really liked Jackie Chan's Action Kung Fu. The NES version is pretty ok too, but I think the TurboGrafx version is a bit better. There's also the Bonk games, Air Zonk, Alien Crush, and Legendary Axe: all pretty fun games with good art style and decent controls.

Rondo of Blood was actually the only PC-Engine game I had actually played before the MiSTer, and of course it's a classic for a reason, it's great.

Something I find charming in how utterly incompetent it is is the Addams Family game on the CD. I have no idea how the hell it was even released, let alone made, because it is absurdly bad. You play as the lawyer from the movie (the absolute least interesting character in the movie) and apparently all the Addams' want you actively fucking dead. It's so unbelievably terrible that I sort of got obsessed with it and managed to actually beat it.