Tested on 2 systems, a PSP Go and GBA SP with an EZ Flash Omega. To play on the PSP Go or other PSP systems use the original NES rom. If your playing on a GBA with an EZ Flash Omega use the NES mini rom.
Edit: also tested on a 2DS XL through TwiLight Menu++. NES Mini rom boots but going to the second maze causes the game to be unplayable. Original NES rom will display a sort of debugging information screen on the bottom screen, rendering it unplayable. I'll test it on another emulator on the 2DS really soon and update my findings.