I'm not sure I'd go
way harder. Plus, I've been playing Mega Man games for so long that I have no real grasp of difficulty for them anymore. But then, I've
also been playing Mario games for so long that the same is true. I mean,
SMB3 I can pretty much beat in my sleep, and the game is very generous with extra lives.
The original
Mega Man is tough, no bones about it. Play it without the pause trick.

I think another consideration that has to be made is how different the three Mario games are on NES. They all control very differently. Mega Man, once you're past the first game's small control quirks, plays pretty much identically throughout all the games, which of course reduces some of the difficulty curve, especially when jumping between games. The first one you play in the series will likely be the hardest.
I'm going to hit on this again, but when folks submit their choices for consideration, it could be very useful to know the hardest game they've beaten so we can suss out relative skill levels. What I find easy and hard is going to vary quite a bit. I play waaaaay too many NES platformers, so games that are easy to me might be soul-crushing for someone else.