I am not really following. Mala does not have anything to do with how Zsnes interacts with your X-Arcade joystick or what sprites display or not. You said that just like with Maximus you are able to get Mame running fine, but other emulators have issues.
Mala just provides a menu system to start up a Zsnes session. It doesn't resolve issues you're having with the emulator itself. It is usually necessary to first get the emulator setup and running satisfactorily by itself before
attempting to run it from a front-end such as Mala.
Sorry if I misunderstand the issue, but have you been able to get Zsnes running correctly WITHOUT Mala being part of the scenario. Until you get it running correctly in full screen by itself, there's no need in trying to get Mala (or Maximus Arcade) to run it.