These are what Mugen players like me like to call "VS Packs".
To make a VS pack is simple:
Step 0: Download latest file from f95zone
Step 1: Edit the data restricting how many selectable characters there are via a DEF file.
Step 2: Edit in the characters you want
Step 3: Add stage folders
Step 4: Edit stage and music folder DEF file.
Step 5: Play with the X rated characters.
Step 6: Double check steps 1 through 5 to make sure everything's compatible.
Step 7: Publish to an f95zone your latest VS pack to the latest comment on this thread, and you have essentially created a new release.
Step 8: Try and get latest release approved by the moderation team. I can bet you since MUGEN can be infinitely expanded upon with this formula they will agree to update it.