Can you use a Pi Zero W with RetroPie and use the Bluetooth and WiFi? I see that it says you can use the normal Pi Zero, but can you use the new one?
Since the Pi Zero and the Pi Zero W are identical in hardware (except for the addition of WiFi and BT) and you can install RetroPie on top of Raspbian (which supports WiFi and BT), I don't see a reason why it wouldn't work.
Retropie is currently not updated to the latest current version, which added support for the Zero W. None of the current builds will run. You could possibly install Raspbian and then install Retropie over it.