I've added a note to one of Sanae's fatality, so please check it out, though it's nothing major.

Wriggle Nightbug
Note that Wriggle's blood is greenish-gray, as well as her innards. Being based on an insect, I find it fitting for her to have hemolymph running through her veins. This is inspired by a piece of fan comic I saw. The comic is about a bunch of Touhou characters eating disgusting food, so much that they cough out blood after eating it, and Wriggle's "blood" is green.
Hive Minded
Wriggle stuffs a hornet hive into Patchouli's mouth. The magician is then stung inside the body by the hornets until she falls back and dies. Some of the hornets come out of her nostrils and ears afterwards.

Ant Anthem
Wriggle whistles loudly to summon a large amount of driver ants. She then pushes Patchouli onto the ants. The magician screams and thrashes around in agony as the ants crawl all over her body and also into her mouth, eating her up from the outside and the inside.

Patchouli Knowledge
Autumn Saw
Patchouli makes a buzzsaw appear behind Yuyuko before releasing strong wind at the latter, pushing her towards the buzzsaw. The ghost screams in pain as the buzzsaw grinds against her back, and the wind Patchouli is creating pushes her against it harder and harder, eventually making her get sawed in half vertically.

Emerald Prison
Patchouli makes two purple crystal stalactites appear over Yuyuko's feet and impales them, pinning the latter in place. She then makes two green crystal walls appear on both sides of the ghost, and they close in on her in an attempt to crush her. As Yuyuko struggles to push the walls apart and pull her legs away from the ground, Patchouli makes a larger purple crystal stalactite appear over her head. It falls onto the latter's head, stabbing her, and then the green crystal walls close in on her, crushing her.
Note: This is based on Tremor's Stone Tomb.

Yuyuko Saigyouji
Biggest Fans
Yuyuko takes out two fans and throws them at Letty one after the other. The fans cut off her arms before flying back like a boomerang. They cut through her head diagonally one after the other, splitting the head in an "x" formation.

Soul-Stealer
Yuyuko makes a cherry blossom tree grow out from behind herself. The tree then glows brightly before absorbing the soul of Letty. Once the soul is fully absorbed, the snow woman becomes all shriveled up and falls over dead.
Note: If this move is used on characters who are ghosts, they will disappear completely due to being absorbed into the tree.

Letty Whiterock
Blizzard Breath
Letty blows a large amount of cold air at Suika, freezing her completely. She then slams the latter against the ground, shattering her into millions of pieces.

Pull!
Letty breathes cold air at Suika's lower torso, freezing it and pinning her to the ground in a block of ice. Letty then gets on top of the block of ice behind the oni and starts pulling her upwards by the shoulder. Suika screams in pain as her upper torso gets torn off from the frozen lower torso, and then Letty throws the upper torso of the dying oni aside.

Suika Ibuki
Death by Giantess
Suika turns big and then picks up Yuuka. She squeezes the demon so hard that the latter's head shoots off the body in a stream of blood, and then the former throws the body onto the ground. After the head falls on top of the body, Suika steps on them and rubs them underfoot.

Wild Slam
Suika grabs Yuuka by the head and then slams her all over the ground fast and hard, causing the latter to eventually break apart into pieces.

Yuuka Kazami
Bloody Flower
Yuuka stomps the ground to make a large flower grow out and impale Kogasa with its bud. While the latter is on top of the stem and in pain, the flower blooms, and the opening petals cause her to be torn into pieces.

Gardener's Job
Yuuka forces Kogasa on her knees before tearing off the upper part of her head. She removes some of the brain before "planting" a flower in it and then watering it with a watering can.

Kogasa Tatara
Bleh!
Kogasa grabs Wriggle's tongue and then rips it out of her mouth. She then pokes a hole on her throat using the tip of her umbrella before inserting the tongue into it. After Wriggle falls on her back, Kogasa steps on her throat and rubs it underfoot.

Umbrella Performance
Kogasa stabs Wriggle with her umbrella and then lifts her into the air with it. She opens the umbrella, causing the latter to break apart into pieces. She then spins the umbrella nonstop to keep the head bouncing and balanced on top of it.
Note: I took this straight from a series of gory Touhou fan arts I saw on Pixiv. It involves Sanae using Kogasa's umbrella to kill her in the aforementioned method.