A lot of those Neo Geo CD releases have been made to wrap the emu around the game disc. So kinda like Bleemed games, they just selfboot into the game itself.
However there are other methods now, like with MVS games and Neo4All menu you can load way more games with the SD card mod, or make a custom disc of games with the menu loader.
aldair has uploaded lots of those Neo Geo CD games in the downloads section, so just check for his posts there. I am sure he can also take requests possibly too if you ask nicely?