If you got an NES Classic Edition, the sure thing is that you want to add more games in the system. Finally you can do it, but it's not something simple to do.
Some cool hackers in Japan and Russia figured out soft-mod solutions to adding new games to the NES Classic, without needed to open it.
Below are their instructions on how to do it.
Go here http://linux-sunxi.org/FEL/USBBoot#Using_sunxi-fel_on_Windows and install driver with zadig.
Fel mode is activated by holding down reset while switching on power button - http://linux-sunxi.org/FEL
Grab tool here https://github.com/madmonkey1907/hakchi/releases
Dump uboot and kernel from your nes. uboot should have md5 b13b538f6b7c86623ceea69c456d4eb5, if it's not, it might be unsafe to continue. 8ce1857653874e8f0cd3fe68abe1bb4a and 9b8046b47c947d9fa322976c038003e0 also confirmed to work.
Prepare roms - with nesmini shell, rom is a directory, not a file. Template+tool here https://www.dropbox.com/s/3t3wrkhw26shro0/nesromtool.zip?dl=0
tl;dr you need a rom, image, and optional *.desktop file. it's a text file you can edit.
Place rom dirs in
nesromtool will do this for you if you unpack it in nesromtool subdir of hakci-gui tree
unpack kernel / repack kernel
Do a memboot, nes will shutdown, switch it to fel mode again.
Flash kernel <- do this ONLY ONCE. there is no need to ever do it again. until custom kernels appear that is. If there is a save in first slot of Super Mario Bros. it will load mod, otherwise it will load stock shell. You also get getty on uart interface, but there isn't much use in it if you don't have uart soldered.