I play this in spurts (like all games for me these days) and got some time last night finally. Finished Strike Man and made 3 or 4 attempts on the 1st Wily stage, but couldn't quite finish it. Normal mode is damn hard.
It's helpful, though, to know that I can go back to previous stages even though it doesn't look like it. Commando Man is an easy source of big screws. I just get to the point where the 3 are hidden (
) and collect those, and either proceed until I die, or just die intentionally until game over, and then I can go shopping. Yes, kind of a cheat, but I need it. Call it "grinding". 
It's helpful, though, to know that I can go back to previous stages even though it doesn't look like it. Commando Man is an easy source of big screws. I just get to the point where the 3 are hidden (
If I'm recalling correctly, it's the second desert section, first mine