I enjoy the gaming content! A few things I would have liked to know about "retro handheld" game systems like you mentioned: at least based on what I've seen and the one I have, the cheaper ones run Linux, can run things like SSH and Syncthing, and they use RetroArch for emulation, which supports rewind, shaders, RetroAchievements, etc.
Look for 3rd-party OS options, such as KNULLI, ROCKNIX, or MuOS; what is available depends on the device.
There are a wide range of form factors and prices, though the future is unclear in the US due to tariff changes. For recommendations and reviews, I like the "Retro Game Corps" YT channel.
https://fountain.fm/show/dWiuBeqpDSM86AwXRXov
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