XHE-3 for PC Engine
From Videogame Interface Wiki
An adaptor for using controllers from Japanese PCs with the PC-Engine. It has select and run buttons built-in.
Compatibility
Best I can tell everything should work, even the XE-1AP. The examples on the box are all Micomsoft controllers.
Button Assignment
Similar Adaptors
The Raphnet site has info. on making your own.