Besides Sohei you could also research Yamabushi (Shugendo practitioners), as some koryu have roots in the ascetic and esoteric practices of these types. And yeah, as Mr. Amdur has noted, keep in mind these guys had to be above all else "practical" - i.e. badass warriors who faced life/death situations, not just weirdos waving their hands in the air and hoping their enemy (most likely another badass warrior) would fall down and start to twitch.