I looked this up earlier and came across a couple of things...
Sonic 3 may use FRAM chip, so not exactly the same as other battery save types as the chip becomes totally unusable after some time.
If this handheld is the ATGames Mega Drive then Sonic 3 saves may not be supported, in fact some game titles may not work at all maybe because of odd mappers or whatever.
I suspect with the first gen of that console no saves for any games was possible.
