I've played Milon's Secret Castle a couple times this year, getting past the first boss before losing interest (and, er, forgetting the continue code). I think the cryptic puzzle-solving in this is somewhat of a liability, though the gameplay isn't too unforgiving (in terms of hits, health, etc.). It'd be more forgivable in a computer game, somehow, but in a console game I think we expect some more substantial indicator of what needs to happen next.

I'll have to try the Game Boy version; passwords are certainly a fine idea.