Heh, well, Touhou is pretty much a different story, since clearing on Easy is almost inevitable. I haven't played Metal Slug, so there's not much I can say about it. And for bombs, you only use it if you're either in a panic or for score (which is rare)... -_-;;
Well, Insane, or Lunatic...it's basically all about micrododging and memorizing. Oh, and one more thing, in some occasions, you don't dodge the bullets - you stream the bullets.
And for the video, thanks! I've grinded it so hard I managed to accomplish the feat. I played Mountain of Faith for 5 months before accomplishing this. Speaking of which, I captured it again a couple hours ago - yet another surprising moment.