I used the EZ FLASH Jr.
https://www.ezflash.cn/product/ezflash-junior/
You can load a ton of roms onto a micro SD card and then access them all on your GameBoy or GameBoy Color! In my opinion, this is the best option for testing your own games as well as playing games from other devs in the community.
Here is a GB Studio Central article that goes more in-depth on some options:
https://gbstudiocentral.com/tips/getting-your-gb-studio-games-on-real-hardware/