I recall finding GFW Normal to be pretty difficult when I first cleared it, and I don't think I was using stage practice much for the other games at the time (didn't see the point yet on Normal, I think going for Extras changed my play style).
GFW difficulties aren't that far apart in general though. It reminds me of the PC-98 games (or at least some of them, not PoDD or LLS) difficulty-wise: closer together main-game difficulties and a harder-than-usual Extra. Though the smaller GFW difficulty gap seems to be more due to the freezing mechanics: freezes travel farther when there are more bullets, the increased bullet count helps recharge your freezes faster, and the overall more/larger freezes give you more lives/bombs/power.