A lot of what I'm thinking has already been said, so I'll try my best to work around it.
Aya: Her hyper attitude just isn't there.
Reimu: It's a bit difficult for me to render a critique for her, as, like Cap'n before me said, she IS one of the most auditioned-for parts.
Okuu (Utsuho): Everything past line 1 sounds kind of...iffy. The "sentry" line seems almost forced, as the first part of it is her thinking to herself, then announcing that a sentry is ahead.
Eirin: I personally imagined her pitch a tad lower myself, but you definitely have her attitude.
Nue: Not much to say about this. Again, attitude's there, inflection's there. Sounds good.
Follys: Everything except "Nooooo...!" sounds pretty natural. The good thing is that these sound relatively universal with all the tryouts, so that's a plus.