The basic concept seems to be floating out there, and I’ve bought many empty RP2040 boards from AE without issue, but if you’re determined to do this, maybe disconnect from any networks, back up your PC, and start with an expendable cartridge. :-)
I don’t THINK a Pi Pico clone could send enough voltage back up into a board to fry a cart, but it’s your risk. 98% chance everything is fine, but you’re spending money on what should have a 100% chance of being fine.
Or, accept the almost-inevitable and just grab ROMs of your carts. If you really want to experiment, maybe build the dumper itself as a DIY project. Buying someone else’s device to create files somebody already ripped twenty years ago doesn’t quite pull the right nostalgia or hobbyist levers for me, but we have to go where our nerdery takes us, and from that perspective, I understand.