This might be obvious to some people but I just figured it out and I feel like a genius for it.

I wanted to make some ROMS readily accessible on my kids' laptop because I hate menu diving in Retroarch to do anything, even launch the last game played.

There's no native way to save a favourite or a configuration from Retroarch to your desktop for quick access either.

But then I figured out you can pretty much do that with Lutris. You select a ROM, it 'installs' it for you - where it pulls some metadata and configuration from the internet, then it comes up in Lutris like a regular game and you can add a shortcut from there.

It still uses Retroarch in the background, but it makes playing and configuring ROMs so much easier, and is probably a good option if you're trying to play a game from an obscure platform or something from one of the weird cores.