Megaman World is the Japanese version of the US Mega Man GB games.
Speaking of that, I have the font Nintendo used on most GBC and GBA games, maybe you could use that.
Okay, finally got them all redone. Had a migraine for a couple days, and couldn't look at the computer screen longer than a few minutes at a time. On the plus side, got a lot of old-fashioned reading done that I'd been putting off for a while, and some writing for other stuff as well. Anyways, uploaded all the "fixed" ones to my Box. I changed the background gradient map a little, then dropped the exposure to -1, and added a little more stroke to the background text, all to make it stand out a little better. Also, the font I used is actually heavily based on the font used in-game in the NES Mega Man games (specifically the latter half), so I kinda like it, but if others don't and you'd rather use the retail styled one, just send it my way or point me to a link. I also put the Capcom logo on the side, changed the text color for the copyright, and updated them to match the retail box for each one, with the exception of 5. I believe 5 was actually published in the US by Nintendo, but I went ahead and added all the stuff to make it appear as a Capcom-published game anyway to match everything else.

Clicking the picture link will take you to a bigger preview you can zoom in a little. All five covers are up on my box,
here.
As for the title choice, personally I hate when two games that are different share the same name, so it's always bugged me that they were just called "Mega Man II" etc. There is also evidence that Capcom at least considered calling them Mega Man World officially, as you can find graphics tiles to spell out "World" in the old time "Mega Man" NES logo style in the game's code. So I went with it. If it's really bothersome, I can prolly easily enough drop the World part, but I don't plan on using any other logo, so if someone wants to do so, I can upload my Photoshop files (which are a mess, by the way, but functional at least... I don't like working linearly, I guess)
Anyways, let me know if I missed anything that I didn't catch, I'm sure there's something missing or just plain off, but I can't find anything off hand.