ya, picodrive runs sonic cd perfectly. its a little extra work getting it to run but once u do, its worth it.
3 things u need for sega cd games to run on the Zero:
1. sega cd bios
2. picodrive emulator
3. sonic cd rom + its .cue file
This is important... to run sega cd games, u MUST run the bios file first. Once its running, u can load the rom from within the bios menu.