@darksavior Thanks for your tip. For a few moments I thought you were recommending me that PS2 compilation Orochi Saga.
I kind of don't mind the music restarting from the middle, since they even made an alternative "beginning" to all songs. I found the loading in Pi amazing - around 1 or 2 seconds.
If you like Neo Geo CD games you should try it too. I even feel like I could help a noobie like me to get it to run now. :)