In the sixth game of the Touhou Project
"The Embodiment of Scarlet Devil", the final boss Remilia Scarlet quotes Dio
's famous bread phrase in Marisa's Scenario.
In the eleventh game Subterranean Animism, Yuugi, an oni, fights Marisa "without spilling a drop of sake" (stated by Patchouli).
Two of Kaguya Houraisan's Spellcards have references to JoJo's Bizarre Adventure, the first one being Divine Treasure "Salamander Shield", which has in its comments a blatant reference to Esidisi. And the other one being New Impossible Request "Red Stone of Aja" referencing the valious stone in Battle Tendency, the Red Stone of Aja.
Sakuya Izayoi is a maid who is the servant of the vampires Remilia and Flandre Scarlet. It's generally assumed that she's a tribute to DIO, as she employs the same style of combat (stopping time and using throwing knives) and even has attacks named after DIO's Stand power: Illusion World "The World" and Sakuya's World. JoJo's Bizarre Adventure has been referenced several times in the official games.
In Double Dealing Character, one of Sakuya's Spell Cards erases the time (respectively the present and future) of the surrounding bullets and thus erases the bullets. This might be a reference to Diavolo's Stand and implies that Sakuya might not be only a reference to Dio.
In the seventh game Perfect Cherry Blossom, once Marisa defeats Ran (a shikigami), she asks her if she is a Long-distance Type, because her master is far away and she is quite strong. This is a clearly reference to the Stand Types in JoJo's Bizarre Adventure.
In Symposium of Post-mysticism, an official Touhou Fanbook, Toyosatomimi no Miko says that Koishi Komeiji "stopped thinking", using the phrasing of the famous line After a while, he stopped thinking (そのうち、考えるのをやめた。 Sono Uchi Kangaeru no wo Yameta) referencing Kars.
In the fan game Touhou Genso Wanderer, there is a weapon simply called "Useless!" with the description simply reading "WRYYYYYY!", granting its user the Vampire ability. These are all clearly references to Dio Brando.