http://nocash.emubase.de/
The tool hasn't been tested on the GX4000, so cartridges that are created may not work on it. You should test this to be sure.
In addition if you choose to convert a game that uses 128K ram ONLY (either it was made this way or a bad "crack" that needs 128K) then this will also not work on the GX4000 because it has 64k RAM.