Got there eventually. For anyone else having problems:
Go to Settings>Input and set User 2 Binds to Sinclair Keyboard, and User 1 Binds to Cursor Joystick. Then go to Quick Menu and click. Save Core Overrides. That'll set you up for basic registering of inputs without having to repeat it every time you load a game.
For individual games that aren't pre-configured with those settings, go to Quick Menu>Options and set the individual controls, then save the config file for that game from the top of the same menu.