Two graphical glitches:
1. In Doomsday Lemmings, there seems to be a tiny blue dot in the word "It's", next to the 't', in the pre-level screen. I've circled it in the screenshot below. Not sure if this affects all players.
2. The Sega style has some graphical glitches that leave the lemming looking like they are bashing on thin air; I've attached a screenshot to illustrate this. It may be too much trouble to get that fixed though, as that may affect many levels using the Sega style.