All SG-1000 games works on MSX with an SN76489A except maybe a few rare homebrews.
With PSG you have to try SG2MSX, and SofaSMS with Sofarun.
About ColecoVision games, you already know it. The most requested games are Pacman Collection and Dragon's Lair. Some people also asked me for Bump 'n' Jump, Jumpman, Miner 2049er, Sammy Light Foot but I can't do it, I get unstable games.
You can also try to use the PSG for the 3 ton voices and the SCC for the noise, or a second PSG (ports 20h-21h). This has not been done for SG-1000 or ColecoVision games.
K, also, isn't the double PSG suppose to be from ports $10-$12H?