I received my Sega Genesis Mini 2 and was playing Crusade of Centy, which I owned as a kid, and was enjoying the nostalgia trip for 3 hours until I died and was sent back to the very beginning of the game because I hadn't saved at any point until then.

The one game I wish the Genesis Mini 2 had which I miss from my childhood is Landstalker. It's another Zelda-like game like Crusade of Centy. It's part of the Genesis Classics collection on Switch apparently.