The attached patch applied over current ebuild stop installing the icon in the pixmaps directory, installing it into the hicolor structure as required by fd.o, using different sizes (there are 4 sizes available in zsnes package) and using the zsnes name without extension in .desktop file so that icon themer can use other formats than png.
Created attachment 55108 [details, diff]
I'm not interested in adding specific support at the package level like this. The current ebuild uses the icon/menu infrastructure that is available right now. When that stuff is fixed to support the freedesktop standards better, we'll go from there.