>>/1292/
> I never did it
Then you should do one. This is not just about breaking through things, all sessions like this are also shared to work as learning examples. If you don't perform it, you won't know how to do them. It's implied that you will later want to do similar sessions and then you can recall how this was done and device your own method.
> is it necessary to visit Gensokyo in a group session to find out which Touhou I could become
You can do it alone. Follow the same procedure. (But there are always people visiting.)