I did a FAQ for my self about some questions of project:

Which case print?

I was in doubt between the famous PiGRRL by Adafruit and another that is very close to original. I chose the original because the ABXY are bigger and more distance.

Adafruit: https://www.thingiverse.com/thing:1277483

Original: https://www.thingiverse.com/thing:1277483

Which display to use?

I already had two, one of 2,8” that use the ILI9341 controller and another with composite video in of 3.5”. I chose the 3.5” because it is more simple to plug and It fit perfectly in case.

Does the Pi Zero have a composite video out?

Yes, but doesn’t have the pins. https://www.raspberrypi.org/magpi/rca-pi-zero

Does the Pi Zero have a analog audio output?

No. Is necessary build the output as show by Adafruit: https://learn.adafruit.com/adding-basic-audio-oup...

Which controller to use?

I used tactic switch plugged in GPIO where it simulate a keyboard. Again I used a Adafruit solution but the board was built for me: https://learn.adafruit.com/pigrrl-2/gamepad

Which size of micro SD card use?

I used a 4GB that is enough for me. I don’t want have 5000 games to only play a dozen. Remember that Pi Zero can only run 8 or 16bits games well and these roms have a small size. The Retropie use about 2.2GB of space.

How to power up the 12V display if Raspberry Pi works with 5V?

I found a 5V point inside of board of display. The display have one 5V regulator and another of 3.3V connected each other. I connected 5v to the input of 3.3v regulator.

Which battery to use?

I used two lithium cells of 1000mA. With this cells the device worked for about 1:40 hour. I think that the best solution is use three cells of 1000mA.

How to recharge the battery?

I used a board charge TP4056