Just tried with a 360 controller. the buttons seem to work but they're messed up, X is shot/accept, R-click/start is cancel/bomb. I have no clue what focus or pause is, though pause might be L-click. No clue how to change these buttons yet.
Also, Touhou seems pretty weird with gamepads, since once you use one, you gotta keep using it every time you run it unless you restart your computer. Otherwise it lags at 20-30fps.