NeoGeo CD I recommend using Mame stand alone, using the Mame core in Retroarch is much trickier but the FBNeo core supports it as well. Here are a couple of threads discussing the matter.
As for Dreamcast indies use either Demul or the Flycast core in Retroarch, I can't say I have tested them all but all the ones I have tested work in both of those emulators, including Sturmwind which is known to be a tricky game to emulate.