Sorry to dig up an old post, but it showed up in my Googling. I've just finished building one in a PSP-1000 case. If you're still interested and need some direction check out my pages.
https://retropie.org.uk/forum/topic/2201/pspi-1-0-psp-raspberry-pi-zero-retropie-mod/19
https://retropie.org.uk/forum/topic/2217/pspi-2-0-psp-raspberry-pi-zero-complete-build-progress/19