F-Zero GX (at least the PAL version) should work... could be a settings issue or an issue with your ISO
EDIT:
bender
I uploaded a Dolphin folder that should work, and I will try F-Zero GX with this one myself and see if it works for me. if you use a super new dolphin folder you will have issues as Dolphin standalone is ahead of retroarch and especially this version of retroarch (which is 1 version behind)
this version should work >
dolphin-emu.zip beim Filehorst - filehorst.de
EDIT2: yeah, with the Dolphin folder I linked and an NTSC-N ISO of F-Zero GX it works for me. although it does have stutters. I might look into fixing those but the game works
I didn't change any core settings for it and I run with Direct X11 (D3D11)