I think this would benefit with some indicator of what is present in the other world in a given screen, otherwise it feels like some points boil down to guess & checking. For example, in level 1 I didn't see the enemies going down into the pit since I was in ghost mode coming into the section so I didn't have the bullets to do the jump immediately after, resulting in a death that wasn't due to lack of skill but rather a lack of information.
Really love the concept of the switching worlds and having the shotgun be exclusive to one of them and you made excellent use of this through the level design. All around, great work