Well I screwed something else up, and instead of wasting an hour or two trying to figure out what I just started over from scratch. Reformatted the microSD and carried on.
And what do you know? Game Gear roms worked right from the start. And GBA games worked when I put the same gba_bios file, in the same location as I started with…
But it is working now so I guess I will mark this one resolved.