Found a better solution.
Basically what yo u need to do is go to Hotkey Behavior in Dolphin and configure a button on your gamepad to exit.
Also configure the flag in options that specifices to keep the window always on top and his mouse/cursor
Then in Runcommand you need to press x when you launch a dolphin game and select dolphin gui as the default emulator
From there game will launch in full screen. You will be able to exit back to emulation station with only your gamepad and everything should be fine.