ive just started running spryo but the first two loading screens take a good minute to actually load into the game.
have i done something wrong? do i need to use a specific version of epsxe or a specific bios?

For all Spyro runs only emulator versions 1.9.x and 2.0.0 are allowed. Anything past 2.0.0 is not allowed because of overclocking. Versions past 2.0.0 do actually have slower load times however they should not take as long as a minute. I'm not sure what to tell you except for maybe reinstall your emulator and that may or may not fix the issue.