Demonic Spiders: The giant walking turrets. They shoot giant beams that cause huge amounts of damage, take an obscene amount of damage to kill (while throwing up a Beehive Barrier every time you attack to keep you from just spamming attacks) and love to take up residence in narrow passageways where it's a major pain to get by them. Fortunately, the Spike Hammer kills them in one hit.
The floating, rotating turrets, which have even more health and are a major pain to dodge.
Game Breaker: The ladder. So many boss fights can be easily ended by either using the ladder to dodge projectiles vertically (plus you get rapid-fire abilities while you're on it) or just bashing them in the face with it until they die. And the fact that it stays on screen even if you switch to a different item makes it even easier to abuse.
Chelsea in general is geared towards making a mockery of much that was annoying in Bunny's gameplay: Bunny has to go through switch and timer puzzles to get through gates, Chelsea simply destroys the gates; Bunny has to manage which color keys she's carrying so she can unlock color gates as she sees them, Chelsea, again, destroys the gates; Bunny has to go through tricky platforming sections, including using dash jumps and wall jumps, Chelsea has a ladder and can float; Chelsea can become immune to spikes, the bane of Bunny's existence. However, things are difficult for Chelsea in other ways.
Goddamn Bats: The local Goomba analogue is a flying jack o' lantern which likes to drop fireballs on you. If you get too many in one spot (or have bad timing with just one), they can be a major pain in the ass. Some of the bosses are ascended pumpkins, and they're just as difficult to deal with.
Really, nearly every enemy that has a ranged attack has the potential to be this, due to their tendency to screw up your attempts at platforming.
Good Bad Bugs: There's a way to exploit Bunny Dolls by having an enemy kill you but also knocks you into another room so you die upon using one. Why is this good, you may ask? It helps knock a couple of pegs off the "Die 1,000 Times" Achievement quicker (especially if you all 23 of them), that's why. However, this exploit was fixed in the overseas release.
One common way to easily achieve this is to stop time, then find an enemy that's near a ceiling and is enough for Bunny to fit in. This surprisingly doesn't activate Chunky Salsa Rule. The result is that Bunny will be stomping as she lands, making it look like she doesn't move but the stomp animation repeatedly shows. Watch as the time meter flies past your bar. Beware though, if you gain too much time...
When Bunny gets consecutive Goomba Stomps, she gains a bit of her time meter back. And she can exceed the amount of time she has past the allotted meter.
Suspiciously Similar Song: The original game had two songs that sounded quite similar to ones in existing games. The music for the first area (Devil's Trash Heap), "KnightmareAgain", has a bit that sounds like the main area theme from Knightmare II: The Maze of Galious. The music for the forest area, "Chosen One", sounds like the entryway music in the NES version of Shadowgate. The official localized western release published by Rockin' Android features a remixed soundtrack that has substantially different tracks for these two areas (and names them "Knightmare Regain" and "The Unchosen One", amusingly).
They Changed It, Now It Sucks: Some fans of the original version of the game aren't too happy with some of the changes made in overseas version. One of the complains includes Bunny's ability to keep whatever weapon she's holding when loading a game instead of starting with the Self Shooter, and another is Bunny not being to toggle the Hyper Heels' ability on or off once obtained as a detriment to speedrunning the game. There was also some outcry towards the Art Shift of Nuko do Maron, but thankfully the original photo-realistic version of the boss is kept with the game's original graphics.
They Just Didn't Care: Rockin' Android touted that the Steam version of Bunny Must Die! would feature Steam Trading Cards along with Steam's other bells and whistles. Years later, Rockin' Android didn't even bother with getting them out.