Hey buddy the way i did it which is quite easy is take the bios and put it in the USB section along with your psx games section. (I know that isnt right but bear with me).
Plug your USB in like always and wait for upload to finish after done press F4 in the emulation station window to bring up a terminal and type in the following:
cd home/pi/RetroPie/roms/psx/
exactly like that then type in:
ls
You should see the SCHP1001.BIN file or whatever in this folder near the top i think, if so type the following command:
mv SCPH1001.BIN /home/pi/RetroPie/BIOS/
that will move the file from the USB for you this should fix the issue.
If the first command isnt working follow this video from 1:20
Hope this helps, glhf.