@fenris RetroPie is not supported on any Raspberry PI distro out there - check the docs. For instance, DietPI does not have the graphics stack installed and therefore it's not suited for RetroPie.
I'd advise to start by trying the pre-built images on the RetroPie download page (which are based on Raspbian Jessie Lite image) and see how it performs.
NES games should work fine on a PI Zero-W, but for SNES I'm not so sure - others may chime in.