At first - between most of them sole trait connection is being goddess.
One-third of Gensokyo can be in the "Pantheon" with all additional conditions. IMO there must be single religion or at least single "heaven" to be the pantheon. Touhou characters is a mix of creatures from various religions, mythologies, fairy tales, so technically multiple pantheons. And that is not counting direct use of real-life deities (i.e. Myoren temple is worshipping Vaiśravaṇa or conjuration of various Shinto gods by Reimu and Yorihime and so on).
For example: Hecatia_Lapislazuli, Shiki_Eiki and Onozuka_Komachi could be "pantheoned" as greek deities as Hecate, Hades and Charon respectively - they could be prime candidates because of their role. But of all touhou characters only Hecatia is directly inspired by greek goddess.
Shiki Eiki is Hindu Yama, who judges souls after death.
Onozuka_Komachi is Shinigami, but 1) shinigami is more sort of grim reaper; 2) in touhouverse - shinigami are workers with various afterlife-oriented jobs. To put again with greek analogy: their tasks ranging from being moirai to charons (latter being current job assignment for Komachi)
