Saving "within the game" could mean all kinds of things. Here's what worked for me:
1. On your Xbox One, while you are playing the game, press the left and right bumper at the same time. (This hits start and select at the same time. If you've mapped start and select to something else, hit those things instead.)
2. Go to the option that says "SAVE STATE" and press "A" on your controller. (and it is always the green A button on your Xbox One controller. It doesn't matter what you've mapped the A button to for emulation purposes)
3. POOF! Your game is saved to onedrive.
Now, to load your game:
1. Open the ROM you want to play like you normally do when you are starting a new game.
2. Go to the option that says "CONTINUE" and press "A" on your controller. (and it is always the green A button on your Xbox One controller. It doesn't matter what you've mapped the A button to for emulation purposes)
3. POOF! Your game is loaded from onedrive.
Maybe this is what you were doing all along. If that is the case, I'm sorry that I misunderstood you. Hopefully this is helpful, though.