Hi Tsangpakarpo,
Yes you are right! Dorje Shugden manifested many times as great beings before he actually became Dorje Shugden. You can read it up in the new colorful comic book provided in this website!
One incredible incarnation of Dorje Shugden is the great Lord and master Panchen Sonam Drakpa. To sum up his achievements during his life(as far as I know), they are:
1. Abbot of Gaden
2. Abbot of Drepung
3. Abbot of Sera
4. HH the Gaden Tri Rinpoche during his time
5. Composed the dedication prayer:
"May all conducive conditions arise
and all obstacles be pacified,
in order to increase infinitely,
the doctrine of the spiritual king, Tsongkhapa.
By the merits of the 3 times of myself and others,
May the doctrine of Lama Tsongkhapa blaze forever."
Panchen Sonam Drakpa is well known throughout the Gaden lineage and many of his writings, teachings are still being learned and practiced by the monks of the Gelug lineage until today.
I love love love Panchen Sonam Drakpa, he's so cool.
I found an excerpt on wikipedia:
http://en.wikipedia.org/wiki/Panchen_Sonam_DragpaDr. Ursula Bernis summarizes Panchen Sonam Dragpa's accomplishments: "a great master, writer, abbot of all monastic universities in turn, vajrayana adept, whose textbooks are still today used at Drepung" and "the teacher of two Dalai Lamas."
McCune adds that, in regards to his subsequent incarnations, "to be known as the incarnation of Panchen Sonam Drakpa would likely have been considered a great honor."
So thinking, Dorje Shugden is the King Protector of Gelug teachings because at one point of time, he has been an abbot to the great masters and monks of all three Gelug monasteries back then!