BZZ Previously I was using my Batocera with a MAME 2016 (0.174) core because it was the most recent version available to play arcade games. I didn't know about the new libretro-mame is supporting the 0.212 core in Retroarch. I wouldn't have wanted to downgrade my 2016 romset compatibilty to a 2010 or 2003 romset version.
I keep my MAME's romset uptodate every month for many many years. Current version is 0.214. And it's easier to upgrade from an old romset than downgrade from the latest version.
Tomsen I converted some CUE/BIN to CHD with chdman.exe (provided with MAME). It works with Sega CD, PC Engine CD or Dreamcast. CHD is an ISO compressed format.
Here is the DOS command => chdman.exe createcd -i "%SOURCE_FILE%.cue" -o "%TARGET_FILE%.chd"
ISOBuster can help you to convert .ISO to CUE/ISO.
Then rename .ISO to .BIN and use the chdman.exe command to make your CHD.