You must be using the incorrect version of MK... use mkla1.zip
These are the names of the ROMS you are looking for and their correct cksums:
ROM_LOAD ( "mkg-u111.rom", 0x000000, 0x80000, 0xd17096c4 )
ROM_LOAD ( "mkg-u112.rom", 0x080000, 0x80000, 0x993bc2e4 )
ROM_LOAD ( "mkg-u113.rom", 0x100000, 0x80000, 0x6fb91ede )
ROM_LOAD ( "mkg-u114.rom", 0x180000, 0x80000, 0xed1ff88a )
ROM_LOAD ( "mkg-u95.rom", 0x200000, 0x80000, 0xa002a155 )
ROM_LOAD ( "mkg-u96.rom", 0x280000, 0x80000, 0xdcee8492 )
ROM_LOAD ( "mkg-u97.rom", 0x300000, 0x80000, 0xde88caef )
ROM_LOAD ( "mkg-u98.rom", 0x380000, 0x80000, 0x37eb01b4 )
ROM_LOAD ( "mkg-u106.rom", 0x400000, 0x80000, 0x45acaf21 )
ROM_LOAD ( "mkg-u107.rom", 0x480000, 0x80000, 0x2a6c10a0 )
ROM_LOAD ( "mkg-u108.rom", 0x500000, 0x80000, 0x23308979 )
ROM_LOAD ( "mkg-u109.rom", 0x580000, 0x80000, 0xcafc47bb )
Thanks for kindly answering.
I tried this set of roms and they have the same checksum mentioned (please see atttached picture). I can load them in Mame 037b5 for DOS.
Following the gfxconv manual included in the emulator package, I am extracting in the same folder mkla1.zip and mk.zip. I run gfxconv_mkla1.exe and it lists 8 files, creating mkla1.gfx, which is exactly 8.497.033 bytes in size, differing from the one you have. Anyway, I zip all the files (except mkla1.gfx) as mkla1.zip and put in the mame4all together with all other roms, as well as mkla1.gfx.
I'm not deleting anything from the zip file, but I have also tried to delete the unneeded roms. The game boots, the gfx roms all fail red in BIOS check but then it starts. All game screens presents glitched sprites and backgrounds (please see the other attached picture).
GFXConv_mkla1.exe seems to be creating a messed up file. Sorry to bother but is there anything else I should try?