I had a bit of the same issue. If i understand correctly, then when you press the "escape" key on keyboard the menu pops up. What i did, i assigned in the controller setup a unused key, like the right thumbs key for example. I used the LR3 button to let it assign. In my case it made the "LR3 \XAC" key. I saved the setting to global. edited the file " /opt/retropie/configs/psx/pcsx/pcsc.cfg" Changed the line "bind \xAC = LR3" to "bind \xAC = Enter Menu" Saved file restart game. Then pressing the Right thumb opened the menu.