It's definitely illegal to go ahead and download the ROMs without at least owning a legitimate copy somehow, wether it was bought from the Wii Shop Channel before its closure, bought from the Wii U eShop, or owning a copy of SMB2J for the FDS.
haxchi by itself, is completely legal as it requires you to own an NES Classic for it to work, and it does not contain any of Nintendo's proprietary code inside the program for it to work.
My advice is, purchase a copy of the game legally and then download a copy for backup purposes.
You cannot play SMB2J on the NES Classic even if its hacked. The game just crashes.
The FDS ROM is completely functional with the NES Classic, as the BIOS for the FDS is included with the emulator, However what you are using @ThatsAnotherJ13 are dumps from unlicensed cartridge conversions from the 90s/Early 2000s, such as the "p1" ROM.
They will most likely fail due to the emulation used, not supporting the mappers used by these unlicensed conversions, plus any run that uses these conversions will be rejected due to differences in the game
(e.g. Red Piranha Plants only existing in upside down pipes, and the game crashing immediately after the "Thank you Mario" text appears on screen.)
Effective immediately, any submissions using the SNES9x emulator will not be verified. The SMB1 mod team has concerns about its integrity due to its ability to overclock and remove lag frames, which may not be easily detectable. Additionally, we request that all BizHawk submissions avoid using the S