Hey there, it was ran with Retroarch and using a shader known as Royale CRT.
Ahh, I've heard a lot of good things about Royale, but never tried it out myself, so I really appreciate you using it to demo SSZX : ) I've just checked out other examples online and the results do indeed look fantastic - CRT purists have compared it to their actual monitors/tvs and given it the thumbs up. It's an excellent choice : )