I have only tried one emulator (GBCoid), but it definitely did have some way to do it, as it allowed you to create a shortcut on the home screen to directly load one specific ROM. I'm not completely sure how it worked, but Android apps tend to work on the basis of "activities", and the actual "emulator" part would be one activity, whereas the ROM loading menu would be a separate activity. So the ROM loading menu would then load the emulator activity with the particular ROM as some sort of parameter. And so the shortcut would also launch the emulator activity directly with a particular ROM as the parameter.I was looking at working on something like that as a smaller part of a big project I'm working on. The big problem I came across is that all the emulators I tried (which I'll admit isn't a lot) had no way, or at least no documented way, of passing the location of a ROM file at start up.
It should, theoretically, be possible to directly launch that specific activity from another app, and pass it as ROM as a parameter.
Of course, I'm not sure if other emulators would work like this (although I'd hazard a guess that many will have separate activities for the actual emulator and the menu), and I'm not overly sure how one would go about making use of this, code-wise, but it should certainly be possible. However, I am not aware of anything like this.