One question is that pressing start and select will restart the game to the main menu.
Is there any way to go back to the Super SD System 3 menu without having to turn off the system? Thank you
In the options menu of the SSDS3 there is an option called "In Game Trigger" that does that. HOWEVER it should be considered experimental as it doesn't work with every game and some game crash/buggy when it's enabled.
You hold down Select + Run for several seconds and in theory it will exit the game back to the main SSDS3 interface. Quick press of them will reset the game like it usually does on a PCE. Long press exits to the menu.