Finally I can get scanlines filter in Retroarch using Onscreen Overlay params. All games look better, retrieving their original graphics like their was made for by their games developpers. And it consumes 0% of CPU load instead of Shaders. It's not a CRT screen but it's a good compromise with a low CPU.
With Batocera you have to put your files (.png + .cfg) into :
/recalbox/share/system/.config/retroarch/overlay
The scanlines.cfg file content must be something like that :
overlays = 1
overlay0_overlay = scanlines.png
overlay0_full_screen = true
overlay0_descs = 0
And the .png file something like this :
http://i.imgur.com/rcaf5Tj.png
Perhaps you will have to scale or resize the scanlines.png file for your screen size. If it's not properly scaled, your scanlines rendering will looks ugly. So take your time.
Then to load the scanlines Overlay filter at startup you have to add this line to the config file :
input_overlay_enable = true
input_overlay = "/recalbox/share/system/.config/retroarch/overlay/scanlines/scanlines.cfg"
input_overlay_hide_in_menu = "false"
input_overlay_opacity = "1.0000000"
video_message_pos_x = "0.050000"
video_message_pos_y = "0.050000"
For example the Super Nintendo's emulator the path of its config file is :
/recalbox/share/system/.config/retroarch/config/Snes9x 2010/Snes9x 2010.cfg"
---- Additional tips ----
In Retroarch's options don't forget to enable "Reduce Slowdown" and "Reduce Flickering". And your Super Nintendo's games becomes just better than using the console's original hardware.