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You can setup keybindings for each game.
BIOS for PSX is needed to prevent various glitches. I dunno about games you’ve tried, but I tested Final Fantasy Tactics, Armored Core and Castlevania SotN, all worked fine, with slight stutters on armored core but it was all acceptable.
Neogeo setup is a pain in the ass, and I won’t be much of a help there. Glad you got it working though. Have fun and if you have more questions feel free to ask here or in PM.