After trying every variation shown on YouTube, each at least a dozen times, I finally had success with one that describes leaving the cd-r Pseudo Saturn Kai CD in until the cd stops spinning with the message "this disc is unsuitable etc.", place an original game in, hit reset, then doing the swap back to the PSK cd-r once the logo "coalesces" on the boot screen. This turned out to be very repeatable and is kinder to your original game disc than trying to slam it in as other methods depicted in how-to videos. I used a verbatim brand disc sold at Best Buy, and burn games with Imgburn on XP run under Parallels on a MacBook. You do need to run the PSK cd-patch program on the game iso before burning.
Once Saturn is running the PSK firmware writer, I plugged in an Action Replay to update, with power on. A bit risky I imagine, but it only needs to happen once, and seemed safer than the suggestion of "jiggling the cart at an angle" to keep AR from booting first. The PSK program warned that it didn't recognize the chipset in the AR cartridge, though having spent so much effort getting that far, I decided I had to try anyways, and the new firmware worked fine. The only game I've found that doesn't work is Panzer Dragoon Saga, although the cutscenes play through before the game crashes. I've gotten through a dozen games on the compatibility list, US, EU, and JP, and they all work perfectly. Combined with a low-cost Amazon Scart cable and HDMI converter, the display is perfect. PSK firmware has certainly breathed new life into my Saturn and I can't recommend it enough.