Mother Mosquito:
Hold L1 and press Up, Right, Left, Down, , , R1, R1, R1 at the character select screen.

Father Mosquito:
First enable the Mother Mosquito code, then hold L2 and press Up, Right, Left, Down, , , R2, R2, R2 at the character select screen.

Two player mini-game:
Hold Start + Select on controller two after turning on the system. During the game, press to move forward, to jump, and to do a super attack.

Thanks to Revolution reader Dustin Whaley!