What I come up with is well-researched and essentially canon, do not contradict it. What others come up with fanon pulled from their asses, you may contradict that as you please.
More usefully, I do recommending avoiding the "This new threat is the most powerfulest ever!!!". It never ends well.
Another I would give is to understand what Touhou is supposed to be. Understand the themes in it that are important, and don't discard them lightly.. For instance, one of the important things is that most touhous end with Reimu having tea with one or more villains. This is because a major theme of the setting is that even when we fight and disagree, we still ultimately have to live together afterward. As such, stories that are ultimately about "we must destroy this thing forever" tend to look very weird unless This Thing is something terribly incompatible with Gensokyo. Writing something that discards a major theme takes a fair understanding of the rest of the setting in order for it to work, and it may not be salvageable. This is why grimdark touhous often (not always, but often) fail; people toss aside important things that aside from the setting and from the characters in order to be 2real4u.