Found 4 overworld HCs, finished all levels up to (and including) 6, still have no clue what the significance is regarding all the 'empty' caves in the overworld. Found Level 8 but not Level 7.
A couple bugs:
In the graveyard, a pushable tombstone doesn't play the 'secret' chime.
In Level 1: one of the Tile Warps is wrong: A leads to B, B leads to A, C leads to D, D leads to 'A' (not C). (I forget the exact screens, and it is still possible to complete the level, but I doubt this was deliberate.)
In a couple places, a pushable block yields nothing (but an off-color tile).
Also, a staircase appears where it should probably be a cave (on the waterfront, at the bottom of the screen).
EDIT: Found Level 7.