How much did you pay, in US dollars?
You already have the "holy grails" of the PC-FX world right there in your initial bundle (Chip Can Kick, Zeroigar, and Zenki).
Your collection and setup looks almost identical to mine, although I have a little more, but I bought all my stuff individually over a period of time so undoubtedly spent a lot more than you did. That's why I'm curious how much you're out for that stuff.
Off the top of my head, I'd say pick up "Return to Zork" also if you like Myst-type adventure games, also get "Boundary Gate" and "Miraculum: The Last Revelation" for RPG fun. The last two I haven't spent much time with but they look like they'll be a blast.
I also have two FMV fighters, "Battle Heat" and a Far East of Eden fighter "Kabuki" something. These seem to be pretty popular, but I can not for the LIFE of me figure out the rythm of the control scheme (as in, when to execute the moves). These two are extremely common and cheap, so they're worth picking up. And hey, maybe you'll actually be able to figure out how to play them.
Most recently I've been really involved with Der Langrisser/Warsong 2, which I've discovered to be a totally kickass game. It's the sequel to Warsong on the Genesis and is a turn-based strategy RPG-type. I see you've already got it there, and I highly recommend it.
I think you'll really have a lot of fun with your system... The PC-FX is definitely one of the most underrated consoles out there and actually has some real gems despite a smaller game library than it's contemporaries, the Saturn and PS1.