There are actually a few Touhou fan RPGs, like the dungeon crawler Touhou Labyrinth (the first one maybe looks a bit old but THLaby 2 holds up really well), Touhou Puppet Dance Performance (which is basically Pokemon) and The Disappearing of Gensokyo, which looks exactly like New World, though I have yet to play them.
I can vouch for the first three titles that they're good fun. Definitely worth checking out if you're a fan of their respective genres.