I gave it a shot with PicoDrive and it seems to work fine for me. I opened up the program, loaded the ROM (selecting the ZIP containing it), and the game would run. You can turn pages by using the Pico menu and picking the page. The only issue is that the stylus functionality didn't seem to respond, but this game doesn't seem to require it anyway.
If that doesn't help, can you describe the exact issue you've had with PicoDrive?
If that doesn't help, can you describe the exact issue you've had with PicoDrive?