It's definitely not worth your time to start every game just to see if it works. It won't get you anywhere since many games start fine but then have issues later.
If you are finding that many games don't work then you may have the wrong ROM set, it needs to match with the version of MAME you are using.
Assuming you do have the the correct set, you can find the non-working games more easily by running searches using the ROMlister program. For example you can use it to search for Sega S-TV ROMs which will never work on Raspverry PI. Then you can make a batch file to delete those ROMS.