I am currently building a handheld gaming device to play PICO-8 games on a physical console. I am using a Raspberry Pi Zero. The project process and progress is here:

https://github.com/isacben/picoboy-dev

Preparation

First I installed Raspberry Pi OS in my SD card, making sure to configure the WiFi from the Mac, while I was creating the SD card.

Installation

Upload PICO-8 installer to the Raspberry Pi OS:

# scp pico-8_0.2.5g_raspi.zip pi@raspberrypi.local:~/

Connect to the Pi and unzip the file:

# ssh pi@raspberrypi.local
# unzip pico-8_0.2.5g_raspi.zip

Configure the PI to boot to the console, and not to the Desktop:

sudo raspi-config

Go to: System Options > Boot / Auto Login > B2 Console Autologin

Add these lines to the .bashrc file (in your home directory):

# vi .bashrc

Add this:

# PICO-8
sudo /home/pi/pico-8/pico8_dyn -SPLORE

Then install these dependencies:

# sudo apt-get install libsdl2-dev
# sudo apt-get install wget