OPL supports cover art. SKSApps has an array of suitable images but you could always just use Gamefaqs' cover art from the respective game's image tab and
make your own.
Personally i wouldn't bother though. Also, how did you format your HDD? You may need to create an additional partition named +OPL if you want to retain game setting changes. To test pick a game on your list, modify the modes enabled and then save. If it retains those option changes when you exit and re-enter it's fine, if not you'll need to create that partition with ULE in order to get OPL to remember game compatibility settings.