Rog Ally Batocera Insructions
For the SD card to work with a ROG Ally / Ally X, you will first need to purchase a USB-C to Micro SD reader such as this model.
Setup
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Plug the SD Card into the USB-C reader, then plug it into the ROG Ally.
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With the system powered off, press the power button, then continually press the volume down button to enter to the BIOS menu.
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In the BIOS menu, press Y to access advanced options, then disable "Secure Boot" under the "Security" tab, then disable "Animation Post Logo Configuration" under the "Advanced" tab.
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Select save and exit.
Additional Notes
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Booting back into Windows will require you to re-enable Secure Boot. Changing Secure Boot settings may cause Windows to require you to reset your login PIN.