While I disagree with the technique you took here, I do think this does open up some interesting possibilities which I would find valid, and can probably even be done on a real console.
If loading one of the games does not clear memory, that means you can setup memory for it from one of the other games and reset. You might be able to get the values you need here set from one of the other games.
If we're looking at the Super Mario World + SMAS cart, you can probably modify your memory or load a TSR in it for the games as you already know how to do.
Possibilities:
SMB & SMB2J: Make every pipe enter-able, decide where on the map you show up, massive shortcuts. SMB in under 3 minutes? Yes!
SMB2U: Change characters on the fly. Blaze through the game with Toad and Luigi. More interesting Wart fight.
SMB3: Play around with interesting use of Tanooki, Hammer, Frog, and Kuribo's Shoe all over the place.