There is a Gameshark for Saturn. I don't know where to find a pic of the box though. AFAIK, it's called Action Replay or Pro Action Replay for every system it's made for; Gameshark is just the name that the North American distributor (Interact) uses.
You don't have to hold xyz to play imports with all of the gamesharks. I believe it's the later ones that you don't have to. I'm not sure about that. But I do know that not all of them require you to hold xyz, as I never hold them down with mine, and it lets me play imports fine. I can probably take a picture of it for you on Sunday or Monday. I only have the GS, no box.