As of Version 1.00a, there is a bug that lets you continue a level after dying. So, if you're stuck on a level or find the game too difficult, this may be useful.

After dying, select either "Save a Replay" or "Operations Manual", then press Escape. Press R and then Escape twice. If done correctly, you'll respawn, and pick up right where you left off. The game will also take a good chunk out of the boss' health, which is what normally happens after respawning in the mainline Touhou games.

There is one major caveat to this bug, however. For whatever reason, you lose access to the camera after doing this. May not seem like such a big issue at first, but since clearing levels requires you to take at least one picture of the boss, the bug's situational at best (especially in later levels where taking a picture of the boss is a feat in and of itself).

Also, if you died while you're in Focused Charge Mode, you'll respawn, but you'll continue to move at that speed. You also won't be able to fire any bullets in addition to losing the camera.