Given that PSP supports core Picodrive, maybe I'll try this crazy idea when I return home:
-Use retroarch for PSP;
-Place Retroarch folder inside PPSSPP/GAME on Wii U SD card;
-Try Wii U PPSSPP and try some 32X rom;
There aren't many worthy games for 32X maybe the only memorable game : Knuckles' Chaotix.
Edit: I've just tried the said idea. It worked but sadly very slow like 1 fps (This isn't a metaphor really every second the player moves by a frame ).
Edit 2: just forget about this idea even on real PSP 32X works very slow. I should have checked that first: