Yep, 10 continues hurts a bit. My worse run was UFO on Hard with 11-12 continues (in a month and a half, I cleared all shot types, including the awful Marisa B). Here's are a few tips for SA:
If you haven't done so already, reduce the difficulty to Easy (pretty sure it gives you the good ending if you 1CC). That difficulty will allow you to have an easier time learning the various boss spells. When increasing the difficulty, some spell can be dodge using the exact same trick, except that there's a bit less space to dodge, or more bullets just to "show-off".
For shot-types, use either Reimu-Yukari or Marisa-Nitori. Both are easy to use (only 2 spell you need to watch out with Nitori's slow missile). Reimu can trivialize half of stage 6 with her warp ability (and some rare boss attacks), while Marisa's shield can protect you while you try to dodge the bosses spell, making dodging "stress-free". Marisa also gets an easier stage 4 boss.
Keep doing runs until you get to about 2-3 continues. At first, you'll improve fast, then you'll improve slowly until you get 1CC (In my UFO run, I had gone from using 11 continues, to 9, to 6, to 5, to 3, to 2, 1, 1 but only needed 1 extra life, then 0)
If you don't have it, install thprac. This is a tool that replace the practice mode of any Touhou game with an actually good practice mode that allow you to practice every stage segments, boss attacks and boss spells with the amount of resources you want (from 1 to 9 lives, from 0 to max power). Once you get to 2-3 continues and you can't seem to beat certain parts of the game, use thprac to practice it. Speaking of practice mode, It is very disappointing that Zun never improved the practice mode in future games after TD. While most boss have simple non-spell attack, almost every stage 5 and stage 6 bosses have non-spells that are just as hard, if not harder, than spells, so practicing these would have been nice (being allowed to only practice spells just doesn't make sense).
Try to finish the runs you started, unless you just feel like you can't focused or have a "bad touhou day" (this happens sometime. When this happen, don't take the end result of your run too seriously).
To avoid getting sick of the game, try playing 1 game a day. This is just enough to not get rusty, and not too much that you burn yourself out.
Don't give up. With each game, you are getting closer to 1CC. Took me about a week (7 games) on normal to get my first 1CC. Other 1CC took me less attempt, as I knew the boss pattern (stage do require adjustment since each shot-types behave pretty differently).