Well GBA prophecy is a bit of a cheat XD. Did the software render of Prophecy kill it? You should see if you can run munt as well, of course that might be breaking the bank ram wise but worth a shot.
I had got win95 to install on the pi but it would only run in safe mode even after following the many win95 guides for dosbox but the Pi version is dosbox doesn't entirely behave the same as x86 platforms.