I'd like to release a Gameboy album on cartridge. I'd like to compile the .nsf files into a menu. Is there anything similar to Vegaplay for gameboy?

Um, Sorry to disappoint you, but the Gameboy doesn't play NSF files. those are only for the Famicom/NES only. The Game Boy is entirely different hardware.

If you want to compose Gameboy tunes that are playable on real hardware take a look at XPMCK.

Are you sure you didn't mean GBS files? How are you creating your music?

There is an official lsdj player here:
http://www.littlesounddj.com/lsd/latest/player/