PopilsAx Battler: A Legend of Golden AxeThe G.G. ShinobiThe G.G. Shinobi IICrystal Warriors (pretty sure it was only released on the GG, but I may be incorrect)Arena: Maze of DeathThere are a few other Sonic games and one of the Shining Force (Gaiden) games was released in the US.
Nice one. My lad played my GG the other day and he was pleasantly surprised with how big it was compare to his handhelds. I think he preferred the bigger size lol.