Nethack requires a lot of memory. Additionally, it needs to save the levels you've visited and their state (items, how much you've explored etc.) which also exceeds the Saturn's capabilities. Some other Roguelike that doesn't have such high system requirements might be a possibility. The UI will be another problem unless you plan on supporting the keyboard adapter.
(Idea: Use a PRNG where you can go in both directions of the sequence as seeds for level generation, forget about saving their state.)