A Special Cartridge with a socket that allows easy modification of the built in ROM software.
This one seems to come from Spain.
How To ?
This may be made by "cannibalizing" an existing Cartridge (Let's say... a GX4000 Burnin'Rubber Cartridge, as it is the most common one). Remove the ROM properly (the biggest chip) but be careful not to harm anything else. Then file a hole in the Cartridge, add a ROM/EPROM socket...there you are.
Of course the most important chip remains the ACID and should be treated with exceptional care --- be sure to watch temperature and humidity do not expose it to liquids and direct sunlight and wear an anti-electrostatic helmet.
Another main problem may come from the necessity to open the Cartridge without breaking anything.
Instead of filing a big hole, you may use some extra connections (wires), smaller holes and then the ROM socket is fixed on the cartridge (as seen in these pictures).
The Multi EPROM cartridge shown here seems to be of a professionnal quality. The Chip socket (ZIF Type) is epicly good as it allows the removal of the EPROM/ROM without harming it.