Really nice project. Pico consumes a lot less power and Pi Zero.
I've put together code for a NES emulator for Raspberry Pi Pico as well.
In my project it can run several ROMs using Mappers 0, 1, 2, 3, 4 and 7 (90% of the games).
It can do 60 frames per second on VGA and emulates APU and PPP perfectly well.
It uses a PS/2 Keyboard as controller (I have no NES controller here with me).
Sound is very impressive and there no glitches on video and backgound game music.
It's very impressive for such a small ARM Cortex M0+ microcontroller.
Video of Castlevania demonstration can be foud at