There´s a few things to accomplish here.
All the stages have two conditions to be met before you can face the true last boss.
You can see on the upper right corner of the screen five little squares and on top of them five little animal faces. The squares are the stage conditions and the faces are the defeat boss using xxx char conditions. When you accomplish them, theses markers will turn pink. For example, on the very first group, if you meet the stage criteria, the square will turn pink. If you defeat the boss using Beniko, the little face above the square will turn pink. When all of them are pink you will meet the true last boss after stage 5.
If you do not meet the criterias after you finished stage 5, you will face a boss much easier than the true last boss and will start again from stage 1.
The good news is you do not need to do all of the criterias in one run. You can do like one, two, finish the game and start again from stage 1. Notice that the ones you have accomplished will be pink, so you can ignore them and plan accordinlgy to do the remaining ones.
Stage 1 = Entrance of the Netherworld
Condition 1 = Defeat all the golden Dharmas
In order to do this, you must take the left path when you have the option to do it.
Defeat all the Dharmas here, they will run from top of the screen all the way to the bottom, in the right side. After a while, you´ll be in a section with two paths, one left and one right. The golden Dharmas will appear here, one on each side. Be quick and dispose of them. This will also net you the trophy Entrance Purged! Part 2.
Condition 2 = Defeat the boss using Beniko (the blond girl). This will also net you the trophy Entrance Purged! Part 1.
Stage 2 = Home of the Cherry Blossoms
Condition 1 = Defeat all the golden butterflies and the golden frogs.
The golden butterflies will appear in the first section of the stage, after you defeat the blue ones. The golden frogs will be on the left hand side when you can choose to go left or keep straight ahead. This will net you the trophy Blossom Purged! Part 2.
Condition 2 = Defeat the boss using Mayuno (the blue haired girl). This will also net you the trophy Blossom Purged! Part 1.
Stage 3 = Southern Temple
Condition 1 = Defeat all the purple natives.
What you´re looking for here is the little guys that wear huge masks and throw lances at you, but of course the purple ones, not the regular brownish ones. This will also net you the trophy Temple Purged! Part 2.
Condition 2 = Defeat the boss using Kinya (the guy that´s always with a cigarette in his hand). This will net you the trophy Temple Purged! Part 1.
Stage 4 = Aerial Garden
Condition 1 = Defeat all the golden drones.
The drones are the ships, the little ones. The golden ships will stay a very short time on the screen, so be quick. The will come along with the regular drones, the black ones. You must take the left path to kill all of them. This will also net you the trophy Garden Purged! Part 2.
Condition 2 = Defeat the boss using Mamoru (the main character, little blond guy). This will net you the trophy Garden Purged! Part 1.
Stage 5 = Karakuri Castle
Condition 1 = When you take the third right stairs, after the boulders you find an enemy that is wearing a golden mask, just kill him before he lefts the screen. This will also net you the trophy Castle Purged! Part 2.
Condition 2 = Defeat the boss ising Fululu (pink haired girl). This will net you the trophy Castle Purged! Part1.
When you do all of these conditions you will face the true last boss.
It´s not that hard to beat it, but I´ll try to give some tips.
First Form = You will face one hand and when you beat it, two hands.
Not much to say, you have to do really little dodging here if you start charging your curse shot when the boss fires at you. Just stay alert because the boss can try to hit you by hammering it´s hand on the ground. If you stay on the bottom right corner you avoid this attack without trouble.
Second Form = Now thing get quite hairy, this is the hardest part.
A lot of hand will appear in the center, and the boss will stay atop one of them, while the others fires purple balls at you, which fires a lot of red shots each one of them.
You must keep moving all the time, when you spot the hand with the boss on top, imediatelly start charging a curse shot and fire it at the hand. Keep shooting all the time.
As you defeat the hand, thing will getting easier and easier till you kill them all.
Third Form = The boss will be a huge bulb plant like thing on the center, and on the ground spreading arounf the boss will appear some enemy generators. These will spawn some disc creatures, a lot of them. Here you can stay in the bottom, or at the very edge, almost touching the boss. Keep circling the boss untill you spot an eye a little open, a little then the others. Fire a level 1 curse shot at it, then go to the opposite side and you will see an wide open eye. Fire a level 2 curse shot at it and unload your bullets. When you hit it enough, all the enemy shots will turn to cansy and the eye will close. Repeat two more times and you´re the winne.
Hope it helps, sorry for my english, it´s not my native language.
Before you vote negative, let me know of any mistakes or missinformation so I can fix it.
Thanks!