With the Waveshare GPM280, one can create a retro handheld from a Raspberry Pi Compute Module 3+ Lite. The GPM280 can either be purchased with a CM3+ Lite or without, should you have one to hand.
https://www.notebookcheck.net/Raspberry-Pi-Transform-the-popular-single-board-computer-into-a-retro-handheld-console-with-the-GPM280.517441.0.html