ok I finally found it on the MKF wiki:
***After the desired Cheat has been selected, the player can press the "P" key on your keyboard to activate the cheat. Again, this can be performed on the Map or in a Level. Typing any of the numeral keys on the keyboard at anytime can also change the current Player's Power-Up.***
Needed that extra step to activate it apparently. Now quite fun... apparently Robotnik's Submersible Attack Squid Machine ignores railgun fire completely, but jumping on it works :wut: