Basically all the girls masturbate (apparently quite frequently,) and most of them are into highly specific fetishes.
See: Masochist Yukari, (and then a Sadist Yukari when enough people apparently complained,) tentacle fetish Patchouli, gets-off-on-almost-being-raped Reimu, vibrators-under-clothes Hijiri, ero-doujin-buying Marisa, (BUYING! NOT STEALING! HERESY!) masturbates-by/while-laying-eggs Mystia, etc.
It's also worth noting that these aren't permanent ideas with Hammer, they're what he went with this time. He's done similar collections before where the same characters expressed much different desires/views...