There are basically three broad sets of handhelds: OpenDingux devices, ARM Linux devices, and Android ones. The RG350P is an OpenDingux device.
There's a lot of OpenDingux devices- they have MIPS CPUs, so they don't run the same variety of software as the ARM-based ones. There's still a bunch of homebrew for OpenDingux, but it's not exactly organized, compared to Android and Linux devices. It involves hunting down poorly-documented executables, etc. Here's one list of software available:
https://github.com/retrogamehandheld/OpenDingux
There are two Pico-8 emulators that run on those things, tac08 and retro8. They both work on many games, but it's a bit hit-and-miss.
https://0xcafed00d.itch.io/tac08-rg350 /
https://github.com/Jakz/retro8
However, it is apparently possible to get the official Raspberry Pi version of pico-8 running on the Odroid Go Advance, which is an ARM CPU running Linux, just like the RPi.
https://forum.odroid.com/viewtopic.php?f=193&t=37256&start=8...
Additionally to that, I dug up a version of TIC-80 ( https://tic80.com/ ), an open-source PICO-like environment, compiled for the OpenDingux which will run on the RG350:
https://github.com/retrogamehandheld/OpenDingux/raw/master/E...