I believe only SLT snapshots can do multi-loaders, saving each block in a separate segment within one snapshot. Spectaculator also has SZX snapshots - which are basically memory snapshots with an embedded TAP file. But with Z80 snapshots I see no feasible way to include multi-loaders.
Now, having said that, some of those I categorise as multi-parters (where each part can be loaded independently of others, often expecting you to enter a code to prove you've completed the previous parts, e.g. Savage, Rex, Phantis, Navy Moves, etc.) - and those we can still include, treating each part as a separate game. For some, albeit rarely, there's a uniloader available (e.g. Wacky Races).
The types of games I can't find a way to include are:
1. Those that load levels only when prompted by the game - this rules out most of the racing stuff, including all Out Runs, Enduro, Paris-Dakar, etc., as well as e.g. Myth, Gremlins 2 and Lorna.
2. Those that load up the main game only after the player has set up the game to his liking - e.g. changed the controls, or chose the character (WWF Wrestlemania), etc. We could in theory dump the rom after said selection (as was done with Vindicators previously, where the game would just drop you into action without letting you set up the ship, weapons, controls, anything), but that would lock any player out of changing anything, and that would render the game unplayable for most.
Currently, from your list these are the ones I can't find uniloaders for, and have to exclude from adding support for:
Desperado 1 and 2
Gremlins 2
Lorna
Mad Mix 2
Narco Police
New Zealand Story
North & South
Out Run
Out Run Europe
Paris-Dakar
Perico Delgado
Soviet
Silent Shadow
Tour '91
Turbo Out Run
Viaje al Centro de la Tierra
WWF Wrestlemania
Zona 0
If you can find a uniloader rom for any of those, drop me a note, I'll look into it. It pains me to no end to leave out Lorna (or, for that matter, Myth).