Here is a project I am working on. I attended a vendor event where we built a Raspberry Pi Zero Retropier system inside of a reproduction NES cartridge.
The original build used hot glue, and I hate hot glue, so I found a model from thingiverse that provides a bezel for your USB ports to keep them from coming loose. Unfortunately this was designed for a different USB hub, so I had to use a liberal amount of Super Glue to tack things down. I also had to remove the housing from the USB hub and extend the Micro USB power input leads to make everything fit. I just used some 30AWG silicone wire I normally use for installing modchips or doing R/C work. 28AWG would have been more appropriate but the power draw of the PI zero is pretty low. I measure 300 mA at 5V most of the time.
Ultimately this build was a success, at least compared to its original iteration. I prefer to play games on original hardware, or on a faster Pi 3, but this does a good job with NES, most SNES, Game Boy, and most Game Boy Advance titles. Genesis/MasterSystem runs well on the Pi Zero too.