I got it working with super mario world on snes9xnext:

on the pi

what I did was set up my pi’s configs as host like the first screenshot on the wiki
and then opened up super mario world and enabled netplay launch on the runcommand menu

on the pc

then I installed retroarch 1.2.2 from the buildbot libretro site and used the online updater to install the snes9xnext core

I changed my settings to the client on the windows pc to look like the last screenshot and loaded up the snes9xnext core and the same super mario world rom and ran it and it worked.

Of course this was all over localhost with my pi and pc on the same network.

I tried it with super mario kart and got the same errors you indicated above. looks like its just kinda hit and miss depending on which game you choose.