For my emulators I have assigned DpadDown with the SaveState key, DpadUp with the LoadState key and DpadRight with the SelectNextStateSlot key
At the start of a level I tap DpadRight until state save slot 1 is selected
I then tap DpadDown to save a state at the start of the level
I then tap DpadRight to advance to slot 2 and tap DpadDown to save. This is now my working state save slot.
After a bit of playing, I tap DpadRight to advance the slot so I have staggered slots throughout the level.
This way I can rewind my progress if I miss something or get stuck or can restart the level for scratch if necessary.
I also assign LB and RB with Speed- and Speed+
This way I can speed up the emulator during unskippable, slow parts (dialog or loading screens)
I can also slow down the emulator during parts where timing is critical or I keep failing!