I decided to share here the working PSP games, that are playable on Symbian with PPSSPP emulator (you can get it here).
Good idea is to enable Frame skipping in PPSSPP settings - that can speed up games a lot.
Best devices for this purpose are Belle FP2 devices (808, 700 etc. ) - they have more RAM than S^3 devices (N8, E7, C7).
List of games: