Magical Kids Doropie (J version) has continues but the boss skips doesn't work. If you die against a boss you get put back at the beginning of the fight while in the American version you get put back at the start of round X-3. Extra lives can be obtained from regular enemies in MKD. Time consuming cutscenes in MKD.
The Krion Conquest (U) is obviously the prefered version to use for speedrunning.
If you die on the exact same frame as you finish round X-3 you will die immediately before the boss fight starts and continue in the next round without fighting the boss! These skips are very precise and difficult to pull off in round 3 and 4. Consistent round 2 boss skip setup
If you pause and then unpause after a jump (must have descended the same distance of the jump height) or walk off a platform you will be able to jump in midair out of the menu. This is very useful when running the game in real-time because you can salvage yourself after a failing a wall clip much easier. Demonstrated here
Normally there's an 8 frame delay between your shots but if you get hit just as you press B to fire you will perform a rapid fire glitch which will let you fire every frame instead. This can be used to defeat the first two bosses in round 5 extremely quickly.
Jump or broom while being as close to the wall as possible, press the direction that is away from the wall when you're close to a ceiling for 1 frame (or be already facing away from the wall when approaching it with the broom) and press B to fire 1 frame after the d-pad input. If done correctly, Francesca will now be stuck inside the wall! The easiest way of doing a successful clip is to ride the broom up while either ducking or holding select and facing away from the wall. Francesca will get pushed into the wall if she's close enough to it.
There's a simple way of clipping into walls if you're standing on solid ground (useful in room 3 on round 2-1). Go up against the wall, press the direction facing away from the wall for 1 frame and voilà, you're now inside the wall.
Jump repeatedly while holding select in order to rise quickly within a wall. You can also perform a walljump without being fully inside a solid wall if you press jump 5 frames after pressing the opposite direction of the wall while being up against it.
Zips (only work in round 2)Edit
Hold forward for at least 31 frames (need to be inside a wall/ceiling) and then let go to go fast! Only works in round 2 due to the slippery surface.