Just use Lakka, it runs from RCM, totally outside Horizon, and should leave no traces on your NAND. It's like running a Linux LiveCD on your PC... your Windows installation (or in the Switch's case, Horizon OS) should have no clue something else ran (and Lakka is actually a Linux distro). Unlike homebrew (like RetroNX), which runs within Horizon, and can leave traces in your NAND, such as leaving custom error logs.
The only issue is that audio only currently works via Bluetooth.