@alistairgd having extra loads can increase, whats called, the rise time. no power supply supplies full voltage when first turned on. I work on power supplies and The rise time can be upwards of 100ms. And while that’s a very short time, its enough time to run a few cpu clock cycles on the pi under volted. Add in the extra stuff and you may get a few more dips as those devices power up.
Please do not post a support request without first reading and following the advice in https://retropie.org.uk/forum/topic/3/read-this-first