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...
For cheap, I'd suggest the Pocket Go, [1] but for my favourite I love the RG350P, [2] which is a little more expensive but has a community with a lot of homebrew behind it and it can run pretty much anything from PS1 downwards. There is also the RK2020 [3] with a little more oomph than the RG350P, the RK2020 is a pretty brazen Odroid-Go Advance clone, so if Odroid has the Go Advance in stock, get that instead, but they rarely do.
If you find these just a touch too expensive, they can be found on Banggood for small to hefty discounts. I got my RG350 (not RG350P, the RG350P is a minor improvement over the RG350 but at around the same price) for $60 on Banggood. Also, expect 1-2 month shipping on these consoles, but in my opinion it's so worth it.
[1] https://retromimi.com/collections/handhelds/products/pocketg... [2] https://retromimi.com/collections/handhelds/products/rg350p [3] https://retromimi.com/collections/handhelds/products/rk2020