I mean I can do that all off my phone without buying a cheap handheld (I've actually considered the R36S itself and find no indication it'll even run PS2 properly, let alone the PSP well enough) or some pretend laptop with a gAmiNg Linux distro. Finding a side mounted controller with a headphone jack in my local area is the hard part.

Tell me more about the R36S, actually, please. Alternatively I'm considering a Gamesir Tegenaria controller, I can already tell it'll be very nice in my hands, although its software is Windows-only and I'm not going to install Steam or create an account for it to manage a controller.