One of the things that pains me about Linux in general is that lots of the emulators available don't have a front end. Don't get me wrong, I'm more than comfortable using the command line, but it's nice sometimes just to be presented with a list of games to pick from rather than have to type it in full (I know, I can use auto-complete in the terminal).
Anyway, a bit of googling around and I came across a script that I was able to modify to do exactly what I needed for O2EM.
ROM=$(zenity --title "Select a game" --file-selection)
#O2EM just wants the ROM name, so remove the path
if [ -n "$ROM" ]; then
~/Apps/o2em/o2em "$ROM" -fullscreen -scanlines -s1=3 -s2=3 ;