I don't want to go down this road because Sega's ventures in the toy market don't interest me much, but I have a habit of running into these things and links can be valuable. It'll need documenting on Sega Retro at some point and I'm sure somebody will care http://toyboxdx.com/datafiles/data/sega/ to tempt you wind up Opa-Opa
We can just make pages like "List of Red Photon Zillion toys", which won't be too much bother. I quite like toys so I'll probably do it myself.
My sister has a wind-up toy of Mokona from Magic Knight Rayearth which was also made by Sega. Very similar packaging to that Opa-Opa one. http://www.ebay.com/itm/MOKONA-WIND-UP-MAGIC-KNIGHT-RAYEARTH-FUU-UMI-HIKARU-/270705241638