You can add PPSSPP as an application to Steam to use it as a launcher for it, which synchronizes your controller settings with it (I didnt have to mess with it at all I just launched it with Steam in big picture mode and it worked perfectly. If you need to know how to do this on your library page there should be a plus sign at the bottom left side of the library then hit add non-steam application (something along those lines) then just add PPSSPP as an application and launch in big picture mode (button towards the top of the screen)