So I only have Wonderboy and Has Been Heroes from this list. I definitely get the magic of H.B.H., but also see the grounds for complaint. The difficulty is higher than I was expecting....that, or I just suck. The story is completely stupid, but in all the best, most endearing ways.
Wonderboy is pretty rad, and you can go back and forth between new graphics, sfx, and music, or old (mastersystem) graphics, PSG sfx, and either PSG or FM music - and you can also mix and match. There's even a certain game in itself in toggling between old and new. And both are awesome for completely different reasons.
Oceanhorn, I haven't played yet, but the reviews have been pretty lukewarm. I'm not really finding anybody saying it's TERRIBLE....but neither is anyone saying it's WONDERFUL. As cheap as it is, I'm still pretty likely to nab it eventually.
I know nothing about GoNNER whatsoever.
Shantae: of all of these, if I didn't have any of them, I'd be buying Shantae. And it's my recommendation to you too -UNLESS- you already have it on the WiiU as other than the portability factor, my understanding is it's EXACTLY the same.
Also, have you considered "Thumper"? It's a really intriguing game.