The way to do it in RPGs is to save your game to SRM and then copy that to your PC and open it with ZSNES and make a save state and then use a save state editor on it, load it back in ZSNES and save to SRM and copy it back to the PSP.
The same thing for Pico Drive except use Kega Fusion.
The same thing for Pico Drive except use Kega Fusion.