Well, all is well. It worked and worked perfectly. The saved games were there and ready to go. They loaded and played without issue, though it's a bit different playing them on the Zero than it is on the 3 B+, of course. Lower resolution and the startup takes a bit longer.
Right now I'm updating Emulation Station so that I can get the scraper working properly, which went fairly quickly with the Pi 3 B+, but is taking forever with the Zero. It's chugging along, though.
Thanks for you help, everyone. I truly do appreciate it. :)