Nothing is written to the rom as it were. It defies the definition does it not? Read Only Memory. It's simply not possible, nor desirable. All saves (native or state) are made to seperate files.
Dr. Famicom. With all this time spent waiting for a definitive answer to your query, did you ever think to experiment for yourself? I did, to satisfy my own curiosity. I made a couple of saves in NESten (native saves, Zelda 1 & 2 to be specific), and transfered the generated files to my FCE Ultra directory. The saved games loaded flawlessly. This may not work with all systems and all emulators, but for your specific situation it looks like everything will work just fine.
Lesson for today: Try to answer your own questions.
