... my mame set. (V.107)...
Well, not as clean as no nag version, but... and this won't work for you exactly (I'm using a current cfg file for the example), but IIRC, something close will (if you you can open the cfg file in a text editor).
arkanoid.cfg connecting
<?xml version="1.0"?>
<!-- This file is autogenerated; comments and unknown tags will be stripped -->
<mameconfig version="10">
<system name="arkanoid">
</system>
</mameconfig>
Repeat for games you want, changing the name, both file and system inside the file. You don't play all games, do you?
For awhile, having blank cfg files with the right name was fine.