For certain games that were very long and hard to start from beginning, the only solution was to just let it on. And hope to god nobody comes and turns it off (thanks parents and brother, more than once).
BTW when I emulate games, I don't use save states or cheats to help me with those games. Either use real passwords or a save file, or I just start all over again... even on emulators. This is the authentic experience, is not just about the games and display being emulated correctly to me. :-)