By having save data from the previous three Picross e titles on your 3DS, you can unlock five special puzzles. They appear as a gift icon next to the "Mega Picross" option.

Puzzle	How to unlock
S001-S005	Have save data for Picross e.
S006-S010	Have save data for Picross e2.
S011-S015	Have save data for Picross e3.