Well, if you're careful about the OCs, you should be fine. Go find my story - Everlasting Wanderers. Two characters that I created for another story entirely have, for the sake of the fanfic, been plopped into Gensokyo. In my case, these characters already have a backstory, and an existence - but somewhere else. How do they react to another world?
Keep in mind, though, that they each have limitations - between the two of them, Sara is probably the most dangerous, because you can't restrain her mind. Acied is pretty dangerous, because if he can manage to sing to himself or hears any music whatsoever, he can shapeshift into something strong enough to knock your head off.
But, Sara is upset about having been sucked to Gensokyo and is very emotionally unstable right now, and Acied is tonedeaf, so singing for himself doesn't work too well.
But, Sara needs her harp to be able to play worthy music, and she's very attached to her harp. It's her weakness, as Mokou finds out (and also her berserk button). And, should anything happen to her, Acied flips out starts to panic, cuz she's his girlfriend.
Having a glaring weakness can help (in this case, the language barrier), but don't put so much focus on it in an attempt to say 'look everyone, my OC isn't perfect, I didn't make a Mary Sue' - just be confidant that your character can stand on their own.
Now, because I'm on my brothers laptop and he doesn't use Firefox, the text box is jumping all over the place and giving me a headache. I'm gonna wrap this up now.