- Download SNES9x-RR on Steam Deck
- Add the .exe to Steam as a non-Steam game (enable proton compatibility) 
- Run it (helps a lot to have a Bluetooth mouse for the basic stuff)
- Ensure that Steam is running in 'console' input mode (long-press start switches it between keyboard/console)
- Load Rom and LUA
- I would recommend adding the save, load, and close SNES as shortcuts (map them on R2/L2 R3/L3), because once you go fullscreen it's a bit 
tricky to get back again (keyboard mode, press start again, but it's much easier if you use the shortcuts)