One big thing with Hyperspin, as I have found:
Don't waste your time configuring MAME's ini settings via the MAME UI while launching it with Hyperspin. MAME does not appear to be able to save its config changes when launched from Hyperspin. Run MAME standalone [mame.exe] instead if you are setting up mame via the embedded interface, or changing your mame.ini file. This also goes if , for example you use any of the video mode tweaks on a per-game basis; Bezel artwork, custom pixel dimensions, color overlays etc. They wont save cfg or ini changes when launched with Hyperspin. This may be more closely tied to whether or not you are using an AHK to launch MAME, or Hyperspin by way of a command line string.