Wow, a nice library there! I bought Sword and Sorcery for like $10. That game came to the US on the 3DO of all systems as Lucienne's Quest, and I payed 42x the price of the Saturn version
Groove On Fight is a cool game in the Power Instinct series, though it pales a bit compared to Matrimelee (one of the later Power Instinct games), and I've heard good things about Black Matrix. I've never heard of Audvanis, Gulliver Boy, Thunderhawk 2, or Cyber Doll...
Saturn imports are definitely one of my favorite things to talk about, and there's a goldmine of obscurities - aside from the obvious (Radiant Silvergun, X-Men vs Street Fighter, Shining Force 3 part 2 and 3) I'd definitely recommend the following games:
Tengai Makyou: The Apocalypse IV (turn based RPG that takes place in a demented parody of late 19th century America)
Sakura Taisen 1 and 2 (a strategy RPG, dating sim hybrid involving a theatre troupe, these games I'd imagine would be right up your alley)
Linkle Liver Story (action RPG from the makers of Crusader of Centy with a slight furry theme)
Soukyugurentai (a decent shmup published by EA Japan of all people)
Steamgear Mash (isometric mech based game with slightly Metroidvania-ish design)
Twinbee Deluxe (contains Detana Twinbee and one of the later arcade Twinbees, it's an awesome cute em up that rarely gets its due in the US)
Bulk Slash (3d action game that has some really attractive graphics for the system)
Tryrush Deppy (platformer starring an anthropomorphic cab, very charming and colorful 2D visuals)
Farland Saga (strategy RPG with some hideously 90's cgi character design but FANTASTIC music)
Langrisser IV and V (a wonderful strategy RPG series with fantastic character design by Satoshi Urushihara)
Wachenroder (steampunk RPG)
Nanatsu Kaze no Shima Monogatari (a strange game that plays almost like a point and click, with a very unique art style delivered with beautiful 2D rendered graphics, it reminds me of something you'd see from Amanita Design)
Princess Crown (the first Vanillaware game, beautiful 2D graphics, and one of our favorite Bore posters even wrote a FAQ for it!)
Shienryu (a solid shmup that doesn't break much new ground, but it's worth a playthrough)
Battle Garegga (expensive af now, but it's a WWII themed shmup with an amazing soundtrack influenced by Detroit techno)
I'll be honest, I did a fair chunk of my Saturn collecting back before the market really took off, most of what I got here was $50 or lower apart from Radiant Silvergun. Don't know what prices are like now on all these.