I suddenly needed to create a symlink from /opt/maemo/usr/games/gpspm to /opt/gpspm/gpspm to make gpspmgui start games. Looks not related, but I never saw this before.
full screen causes the games not to scale vertically in portrait mode, so (I guess) you need to set triple resize.
I won't mind a small close button, especially in portrait mode. If you are afraid you hit it by accident, make it a double tap
config files in /opt/gpspm have permission problems
P.s. I put gpspmgui on the whitelist to make it rotate. Apart from the config screens, it looks okay in portrait mode.