Trapped Alive:
Princess Sally, Bunnie Rabbot, Rotor, and Mutski make a cameo appearance. It's a simple concept. These characters are trapped alive inside of capsules, and you have to hit the capsules three times in order to free the animal inside. Once they are all freed, target the Robotnik that's roaming around the board to win.
Robo Smile:
In this stage, there's a giant Robotnik head with giant teeth to boot. You have to knock out the teeth one by one, then aim for the inside of his mouth.
The March:
Scratch and his twin clones are guarding a capsule in the middle of the stage. Knock out a few scratches and then hit the capsule to free the animals inside.
Cluckers Defense:
Fairly obvious, hit the fucker in the background. While you try that, the Cluckers defend. How insanely hard of a concept to grasp. However, something noteworthy:
This badnik, Crawl, is in Sonic 2's Casino Night Zone. However, he looks much different. But In the prototype copy of Sonic 2, there's a sprite very simular:
Oya, and in case you can't find this Bonus Stage: it's a secret level. Grab all the rings on a regular level and a portal will open up at several locations. Find and enter in one of them to warp yourself here. You can do that on all 4 levels once.