I'm looking for the smallest PMP that can emulate NES, SNES, Genesis, GBA without issues. I mean really small, like Gameboy Micro small. And hopefully a little cheaper than the Dingoo 
It doesn't exists, SNES and GBA emulation without issues (meaning "fullspeed without frameskip, good quality sound, great compatibility") is really hard to achieve.
Maybe the
K1 is small (at least when you close it), but I don't know if it's made to run only GBA or something more.
The YDPG16 seems to be the smallest Android handheld and should be enough to run all those consoles you named without issues, but it's not as small as the GameBoy Micro and isn't cheaper than the Dingoo.