We received a message from an unknown MSX friend, pointing us towards the Sony PSP related website PSP Hacker. Over here, an fMSX 3.0-based MSX emulator for this new Sony portable device can be found, called HitBit emulator 0.0. Although the current development version is still quite limited in features, the first steps of MSX emulation on Sony PSP have been made.
Relevant link: PSP Hacker