The value proposition of spending 50 bucks and having a plug and play device vs hours of time setting something up is a no brainer for me.
The real problem is that kids already have expectations around technology so are less likely to enjoy/find novel some of the really retro games.
Also, when you get a device that has 10k ROMs bundled curation/signal to noise becomes an issue.
Definitely worth doing but maybe make a plan for what games to play through and adjust expectations that interest will probably only spark around nes/snes onwards.
Edit: Quick browse seems to indicate the Kinhank brand devices are the way to go.