Will try to map where you are Jean-Christophe to offer you advice - probably by PM. At the moment, I do not have a printed copy of the puzzle at home to write on but when I next get one I'll map your solution to your sticking point.
The only crucial Hanjie related "strategy" I think you need to use is to start marking squares whenever you can say they must be filled, or they must NOT BE filled. Both offer different kinds of information, but are critical to start defining where the actual cages are. Once you can pin down the cages, standard killer techniques emerge and will solve all of these puzzles. In the harder ones, you have to actually go back and forth between identifying cages and solving sudoku parts.
Of course, knowing sum constraints is important. With low sums in these puzzles, it tends to give you 'not shaded' information (if the only clue in a column is 5, then no cell containing 6 through 9 can be shaded. If 1 and 4 are not in touching cells, then they must not be shaded). With high sums, it might give you extension into other cells that must be shaded (if a cell in C8 is shaded and its for a row clue like 22, then the adjoining cell in C7 MUST be shaded, and possibly C6 or C9 or more). To combine the two examples, say the constraint in the first told you that the clue in C6 (a 7) was not shaded. Then you specifically know there is a cage summing to 22 in C7 to C9. As 7 is not being used, that cage must contain {985}. I'm pretty sure you already know most of this from the detail I see in what you are trying, so it really may just be underusing the shaded/unshaded information you might be able to have.
You'll need a notation that lets you mark used and unused cells and I prefer light shading for the used, and horizontal lines at the bottom of the unused cells. In both cases, I can still write the numbers in the boxes and read them without problem. As an alternative, people might try to print a second copy and put the "picture" on one, and the sudoku on the other.
Anyway, I know I made the later examples a bit hard but I hope you can make some more progress with them. This type ends up being very much a Killer sudoku with "mystery cages" and nicely combines killers with hanjie. I like it a lot and hope others try it out too.
In response to comerscroft, the link to my website with filled-in solutions (not walk-throughs) is in my original entry, but I will give the link to my general puzzles page where you can find this and other puzzles of mine:
Link to motris's puzzle page