There's a bunch of stuff in here that one should already know the moment he or she decides to run Linux... But otherwise, great explanation. Never used Bottles though, I use Lutris instead.
You can simply move them via USB. Keep in mind that the score files (save data) and replays for games after Touhou 12 are saved in [YourUser]/AppData/Roaming/ShanghaiAlice, while for the games from TH6 to TH12, they're saved in the game's folder.
(This is only for the bullet hells)
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