I have a few Mega CD games to share...

Earthworm Jim (E)
Eternal Champions (U)
Flashback (U)
Hook (U)
Lunar (U)
Lunar 2 (U)
Mickey Mania (E)
Popful Mail (U)
Ranma Nibbunoichi (J)
Revenge of the Ninja (U)
Road Avenger (U)
Secret of Monkey Island (U)
Shining Force CD (U)
Snatcher (U)
Sonic CD (J)
Spiderman Vs. Kingpin (U)
Captain Tsubasa (J)
Vay (U)
Wolfchild (U)

..now I have a real Mega CD II I'll be on the lookout for more

A few PC Engine CD Rom games too...

Cosmic Fantasy II (U)
Dracula X Rondo of Blood (J)
Sapphire (J)
Shubibinman 3 (J)
Space Fantasy Zone (J)
Spriggan (J)
Spriggan Mark II (J)
Ys Book I & II (U)

There's a lot of these I'm after too...

Rayxanber III, Download 2, DragonBall Z, Crest of Wolf / Riot Zone, Variable Geo, Faussete Amour, Fiend Hunter, Devil Hunter Yohko, Gate of Thunder, Nexzr, Godzilla, Iga Ninde Gaiou, Psychic Storm, Ranma 1/2, Star Parodia, Strider, Ys III, Wings of Thunder, Sylphia, Valis II, Valis III, Valis IV, Zero Wing, Super Air Zonk.

I don't have a real PC Engine, but I can run these of the HDD just like gens does with Mega CD games