I don't really have much say on a wish list, just because I never really put much time into the console, and I really wouldn't know what the cream of the crop vs "just good" games are.
My only real "want" is an english port of the PCE-CDROM version of Snatcher.
I loved Snatcher on the Sega CD since I bought it back in the 90's. But that version has a longer third act, and alternate English dialog that doesn't match up with the Japanese dialog. Kojima had nothing to do with the Sega CD port of Snatcher, so I look at that version as an extended assembly cut.
While the PCE CD-ROMantic version is the one that Kojima worked on personally. It has the third act that the PC88 and MSX versions didn't have. This is the definitive version of Hideo Kojima's Snatcher. If Konami wants to make this collection special, include Snatcher with an english translation.
They don't have to re-dub the original Japanese dialog recordings, the system is using some kind of ARM solution emulation, surely they can use that hardware to add some subtitles for the spoken Japanese dialog and translate the text to english. Hire a translator to do a straight Japanese to English translation... though a few minor censorship edits may need to happen. Just like those fan translations of Policenauts. I think this game could be a huge draw, given the popularity of Kojima's name.
Also, Rondo of Blood has to be there. The english translation is done for this one.