I disagree with Ensapa. Though there is a very special connection between Dorje Shugden and Lama Tsongkhapa's tradition at this time, and so he is relied on as the principal Protector, the other Protectors are not slow to act nor is their help limited in scope as Ensapa indicates. This is made clear by the various invitations, praises, and requests made to them in the combined sadhana of Kangso used by the NKT, as well as the individual sadhanas of these other Protectors.
People have different connections with the various Protectors, especially if they've received initiations in which they not only establish a special connection but the Protector also promises the Lama to take special care of the disciple. These Protectors have also made very special promises in connection with specific practices. For example, Yakya Chamsing is especially connected to the Hayagriva Sangdrup sadhana; Kinkara Father and Mother have a special connection to the sadhanas of Heruka and Vajrayogini; Outer, Inner, and Secret Kalarupa with Vajrabhairava sadhana and so forth.
Furthermore, in the subtle inner world if the practitioner, these various Protectors will appear at different times during their training to help them in special ways due to the karma they have with these individuals and the inner obstacles and realizations particular to that individual at the time. It is not that Dorje Shugden cannot help with these things, it is simply not so black and white and just depends on karma. Because Dorje Shugden is Yamantaka, he is the King of Protectors, so even when we have a special experience with other Protectors, it is likely they have done so through the influence of Dorje Shugden, particularly if the practitioner relies principally in Dorje Shugden.
We are surrounded by the wrathful assembly at all times, but it is our sincere practice and striving to keep our vows and commitments that enables them to help us to a greater or lesser extent.