Nice, I have those two myself. Everyone with a PC Engine should have Final Soldier. It's regarded the worst of the trilogy but it's very inexpensive compared to the other two and still a great shooter.
Gameplay it's solid but I think it's ace is perhaps the music.
FINAL SOLDIER
Level select:
press Left, Left, I, Right, Right, II, Up, Down, Up, Down at the title screen.
Sound test:
Highlight "Set-Up" option at title screen and press Left, Left, I, Right, Right, II, Up, Down, Up, Down.
Arcade screen format:
Highlight "Normal" mode at the title screen then press: Left two times, I, Right two times, II, Up, Down, Up, Down, Left two times, I, Right two times, II, Up, Down, Up, Down. A sound will confirm correct code entry. Begin game play, then hold Run and press Select to reset the game. The game will restart in the Arcade Screen mode.