The NES has, if I remember right, a triangle oscillator, a square wave oscillator, a noise source, and a digitally-controlled mixer. It might also have a saw wave oscillator too.

In place of those, I'm imagining something that takes the instructions for the sound chip (or whatever the NES has) and instead output control voltage using the eurorack modular standard of 1v/octave for pitch, and another control voltage signal that goes from 0 to, say, 5 volts depending on volume that can be fed into the conrol signal on a VCA/mixer.

Gate outputs could be similar to the volume outputs, but digital: off when volume is zero, on when volume is non-zero. This could be used to trigger an envelope generator.

It might be doable with an R-pi doing all the audio generation digitally. If you want to output real CV to drive a modular synthesizer, though, you'd need some kind of multi-channel precision DAC. Or maybe just a usb-to-midi adapter and a midi-to-cv module.