GreenMonkey

I did the same thing. Picked up the sd2snes from the ebay auction someone mentioned a while back, since the seller seemed very reputable and he said it was a legit krikzz. Seems to work great here once I figured out to toggle on the cart audio setting. I have a retropie setup also (as well as a nes mini and a snes mini), but MSU-1/snes9x setup pushes the Pi just a bit too hard, I get a bit of framerate drops into the 50s on some of the games, unless I go to dispmanx (but then I lose shaders and onscreen notifications/etc). The drops cause the music to crackle a bit. I could overclock to fix it but mine is in a tiny Sega Genesis usb hub so it isn't cooled that well. MSU-1 on the sd2snes is much easier.

I think of the MSU-1 more of an alternate-reality version of the game. One where Nintendo released a SNES add-on like they planned, kinda like the Sega CD. Sega CD games can come off like this too - Lunar/Lunar 2, for example, definitely looks like a 16 bit game with voice acting and cutscenes dropped into it. Because it pretty much is. In the case of Chrono Trigger, the cutscenes are from the PS1 version of the game, which is great except for the horrible lag times. It's kinda like retrofitting the PS1 video to the superior SNES performance.

I use a usb charging station on my TV stand: https://www.amazon.com/gp/product/B00UN1LM7Q/ I have one of these already in my desk drawer that I've been powering my contantly-work-in-progress Retropie. So I ordered another for the Super NT. Also useful for charging PS4 controllers, etc.

I bought a spare SNES controller at a local gameshop and tried swapping, diagonals were still not great. Didn't make a huge difference as far as I could tell. The contacts on the PCB are the problem, as they aren't at all like Nintendo's. http://i.imgur.com/vbePRGCl.jpg I've had better luck with the tape mod, I'm still tinkering with mine to see if I can get it right.

Bluetooth always adds a bit of lag. It has some frequency hopping tech (for avoiding 2.4ghz wifi) and two-way communication syncing and stuff that causes this, IIRC. It's not a lot, but it is there. I assume modern consoles expect it. Even then, at competitive events they generally use controllers wired. The RetroUSB NES controllers use straight up oldschool 2.4ghz RF chips instead for this reason. Bluetooth has more protocol lag, so to speak. Then again, the error correction of BT is better when there is interference...better a button press a split second late than dropped. Trade offs. As far as the diagonals, yeah, they are very easy to hit...causes the biggest issues on something like Contra that you need to shoot down/forward and then suddenly duck. There's a tape mod for the older 8bitdos that is supposed to help. You can Google for some pictures on Reddit and the like. They are super easy to open up and work on. I've been fiddling on and off for a few days with a tape mod, but haven't quite gotten it where the diagonals are harder to hit for something like Contra, but not too hard for something like Street Fighter II. Got pretty close though. Feel like I'll get there eventually.

Sometimes just the lawsuits themselves are enough to crush a small company. Think like Bleem! back in the day - Sony didn't need to win lawsuits, they just needed to crush them into the ground with legal fees until they cried uncle. Lots of the gray market stuff (like DS flashcarts) come from places with bad IP policing (like China). Even then, third-party resellers in the US have been forced to stop selling them due to a legal cease and desist demand. There's a lot of reasons Analogue might not want to expose themselves to unnecessary risk. Notice the guys behind the Retron 5 (which uses poached Retroarch code) also didn't risk ROM loading from the SD card slot, ostensibly also for legal reasons. I swear I read that in an interview somewhere but I can't find it now.

Yeah, seriously. This is the same FUD that was tossed around for Plasma. Somehow my plasma survived 5-6 hr sessions of Dark Souls all the time. OLED is more burn proof than plasma. I do hours of Overwatch almost nightly. I use my NT mini on it. The only people that need to avoid OLED are the people that leave their TV on CNN or whatever for background noise 18 hrs a day. Also of some concern would be as a PC monitor (but there is an OLED laptop, I think they are very aggressive with the screen orbiter and screen saver).