The gems hitboxes should be a little bigger. Maybe have some limited supply of bullets available as pick up to increase the danger/survival aspect? I like the compass, but it seems to function weirdly considering the looping nature of the game's boundaries.
In terms of music, the overworld music is comfortable, but you should really have the music stay for the next mission or have some achievement music. It's too jarring, winning or losing and then having the sound completely stop.
Speaking of sound, how about some for shooting bullets and for the enemies approaching? Could increase the sense of danger.