Most of emulator can work with arcade control.
and the one you can not , you can use Wrapper.
Concerning the ESC key to exit, in my Front End , there is an option that allow to close with the ESC key all emu or program launched by the FE , even if the program doesn't support it. It is just to avoid to use a wrapper just for that.
I had a link to a web site where all 'hacked' emu was referenced, but unfortunaly i just try.. the link is dead.
