There are gameboy pocket sized devices made still that run emulators. But you’re stuck with no new games and grey area legality
They do run Linux, so sometimes new games can be made to work on them, like the new TMNT Shredder's Revenge: https://youtu.be/DpVwO8Z8z-E . And some newer devices can run Android for new games there.
I love emulating old games, but let's be clear: by grey area legality you mean illegal, right :)
Unless you're dumping ROMs yourself of games you own...