If you don't mind it's REALLY small, this kit is amazing
For TinyPi Pro
The 3D printing and build quality is top notch. Follow the video instructions carefully and you'll be up and running in no time. The pogo-pin connectors are a little fiddly, if it doesn't fire right up just take the middle shell down and try resetting the pins and make sure you apply pressure the WHOLE time you tighten the final assembly screws with the hex key. My most frequent pins to have to mess with were the video signal, but it took me a grand total of ONE extra try to get the connections solid.
I'd also recommend firing up the retropie image on your Pi Zero W by itself to make sure the underlying image and Pi Zero are working right. All you have to do to get the external HDMI running is comment out a few lines in the setup file in the image. Keep in mind the ROM's are in a Linux partition, so if you have a Mac you'll have to solve the infamous Apple 'you can't mount that filesystem because I said so' problem. I had extFS for Mac already, so no problem. Once you know your image is good and the Pi Zero is happy, put back in the video mode entry for their custom video board. The screen is small, but surprisingly crisp. I was stunned by how NOT tinny the audio was. Every time I show this project to someone they catch flies with their open mouth from the jaw dropping scene of something this tiny doing this much.
The project is from the UK, but once the kits were in their hands I had mine in less than 3 days. That's amazing shipping.
If you like retropie, and you want one on a flippin' KEYCHAIN, there is no project better. If this team decided to make a Pi Zero fly a washing machine in a kit I'd buy it today. Excellence.