I would check to see if you could set your exit key to ESC in those emulators. I would also check out the atomic fe forums, they probably already have answers to your questions. I'm not sure if they have an english forum, but I did find the french forum... maybe switching to an english mostly frontend?
Hyperspin, Game-ex, and MaLa come to mind. Gam-ex and Mala take less tiem to setup, but hyperspin has a lot of eye candy.
but yeah, try seeing if the emulators you are using have a setting to change the exit key to ESC