Found a japanese site which had some interesting codes, so I translated via google and found this.

Level select (Already known)

1. On the title screen, select "CONFIG".
2. Move the cursor to "MUSIC" and listen in the order of 009, 003, 006, 009. (There is no need to listen until the end)
3. Return to the title and start the game.
4. Pause and press L+R+X at the same time.

• You get warped to Level Select

Three Rudra

1. On the title screen, select "CONFIG".
2. Move the cursor to "MUSIC" and listen in the order of 005, 007, 002, 009. (There is no need to listen until the end)
3. Return to the title and start the game.

• Zenki starts with three Rudra charges.

NG+ (Hard Mode)

1. On the title screen, select "CONFIG".
2. Move the cursor to "MUSIC" and listen in the order of 009, 005, 001, and 009. (There is no need to listen until the end)
3. Return to the title and start the game.

• Starts the game on NG+ (aka Hard Mode). The same as beating the final boss (Evil Sorcerer Shijura) which then starts a NG+ or Hard Mode. You can now do this with just input the code.

Retry with full health

1. On the title screen, select "CONFIG".
2. Move the cursor to "MUSIC" and listen in the order of 009, 003, 006, 009. (There is no need to listen until the end)
3. Return to the title and start the game.
4. Pause and press L+R+A at the same time.

• Returns to the beginning of the level, basically a reset/retry. When used in boss fight you return to just before the boss fight.

Level select is already known but will help if one wants to practice levels or even run individual levels for a leaderboard. Starting with 3 Rudras probably shouldn't be allowed (unless separate category). The most important is starting the game already in NG+ (Hard Mode) without having to defeat final boss in order to start it. Then lastly the retry the level/boss with full health should also probably not be allowed, but good to know exist.

Any thoughts about this? ────────────────────────────────────────────────────────────────────── Original Japanese Source: http://super-famicom.jp/data/ki/ki_0009/ki_0009_01.html

Google Translate: https://translate.google.se/translate?hl=sv&sl=ja&tl=en&u=http%3A%2F%2Fwww.super-famicom.jp%2Fdata%2Fki%2Fki_0009%2Fki_0009_01.html

I found 4 more new undiscovered codes after disassembling the game: