You can write the game to NOR memory on the EZ-Flash IV to make it work - it's been a while since I've used mine but there should be an option for it somewhere!
afaik it's there just for this purpose (big games like Mother 3) or games you want to launch frequently. Unlike PSRAM, the contents of NOR remain even after power-off, so you don't have to wait for the game to load every time. (it's just a loooong wait the first time, as you've seen) x)
