Replying to https://twitter.com/HeadcaseGames/status/1693728772162556105:

@HeadcaseGames @RetroGameGeeks @InsaneMegaCD @Cheapether @e3man01 @RetroFeeder @UndeadToTheEnd @PrinceWatercres @SergioGrazzini0 @Cerabelum1 @jasha_jasha @agent_starling Unfortunately, you can only do this on Nightmare difficulty. But once you beat Electro, if jump down on the far left of the screen you'll land on a Game Gear that'll let you play the game.