Anyone has example of getting Pico to work as a gamepad

So you're specifically after analog inputs, rather than just buttons?

Because for sim racing and just buttons you might be fine with USB Keyboard, which is handled by http://www.espruino.com/USB ?

The gamepad module was never added to the standard Espruino module list, but you should still be able to reference it by URL:

var gamepad = require('https://raw.githubusercontent.com/stephaneAG/usbHidDescriptors/master/espruino_ble_hid_gamepad.js');
// debug easily using http://html5gamepad.com/ ;p
gamepad.sendGamepadState(0b1111111111111111, 127, 127, 127, 127);
gamepad.sendGamepadState(0b1111111111111111, -127, -127, -127, -127);

What happens if you try something like that?