Extra screws:
When saving your game, instead of pressing Y, press Start(2). This will give you extra screws needed to buy special items in the shop.

Delete saved data:
Highlight the "Continue" option at the main menu, then hold L + R + Select + Start. A sound and screen change will confirm correct code entry. Press Y to delete your data or B to abort.

Hint: Easy Bolts:
Buy the Exit part and complete Burner Man's stage first. Then, go to Burner Man's stage again. When you get to the part where a group of green birds swoop down, just keep shooting them. You will get a lot of needed Bolts to buy the parts you need. Once you get 999 Bolts, exit the stage, buy parts, and repeat.

Hint: Easy lives:
Buy the Exit part and complete Tengu Man's stage. Then go to Tengu Man's stage again. Keep going through the stage until you see a very easy extra life to collect that is near the beginning of the stage. Exit the stage, and keep returning until your lives are at maximum.