Yeah, Gilius Thunderhead makes a cameo in Shining in the Darkness (with the blue thief picture), but that's not the only Sega game in which he appeared. He was also in Alien Storm a couple of times: He was even a playable character in Sega Superstars Tennis, and I believe in one version of a Sonic Racing game. Good spot, though!
those powerup guys have such a cheeky little face. I loved getting them in a corner and smashing them!
LOL, I think we all did! Funny thing is I played ALOT of golden axe as a kid. Then i played Shining in the Darkness for quite a while before realizing this guy was Gilius. I would not have made the connection if not for the little thief.