There are debug menus and extra continues, but sometimes you need some straight up invincibility. One of the hardest (yet somehow fun) shooters on the Genesis was Gaiares, a game that we never beat.
To unlock invincibility, start the game and press Start to pause. Then press A, C, and Left at the same time. The screen will freeze, indicating that the code worked. You'll need to activate this code in every level.