Here are a few Game Genie codes to help you on your mission. 

SZXAPGVG - Infinite Lives

ZEVEGLGE - Start with 5 hearts of health on a new life (instead of 2)

It's my first time generating Game Genie codes, but they appear to work for me. Let me know if you have any trouble! 

Oh ha ha, I made a few codes of my own this evening. I actually discovered the identical infinite lives code. :)

• SZXAPGVG = infinite lives
• GXKIIPEY = energy boosted shot
• GOVEGLGA = start with 10 hearts
• GONAAUZA = start with 10 heart capacity
• AAOIPPAZ = infinite jump height

Also tried NNXAPKYX as invincibility... but unfortunately it leads to getting stuck if you fall in a death-pit. Tends to fall through the floor and be stuck in the ceiling of the next room. :(

Oh nice! I have created a .cht file for RetroArch from these, you can download it here: https://github.com/alternistom/homebrew-cheats/blob/main/nes/Project%20Blue%20(G...