So Quake 1-2 and Hexen II ports do not support the right analog stick by default, but here is a workaround for that.
You will need to press POWER + B (yes, the power on button) to enable right stick's mouse mode. Now you will be able to use the right stick as a mouse.
Start the game you want to play, and map walk forward, backward to the left analog stick up / down, and map strafe left / right to the left analog stick left and right.
If needed, adjust mouse sensitivity (the maximum sensitivity works the best for me), and turn on "freelook" or "mouse look" if disabled.
Enjoy your game with dual analog.
You will need to switch on mouse mode (by pressing POWER + B) each time you reboot your device!
EDIT: On the newest Rogue firmware (22.214.171.124) the button combination seems to be POWER + L1 to enable mouse on the right stick and then POWER + B to enable the left stick, otherwise it would not work to map walk on that stick.
EDIT2: from Rouge 126.96.36.199 (or maybe from earlier verions) use POWER + B and POWER + R1 to enable both looking on the right stick and walking on the left stick.