I've got WHDload games working using the following method...
First you need to convert the WHDload games to hdf - hdf creator for whdload packs - English Amiga Board (thanks rare j )
Next you edit the UAE_AGA.CFG to show the following:
The Boot.adf has the WHDload files and kickstarts.
I have found that it takes around 30 seconds to load the adf, so I made the Boot.adf into a hdf, which loads much quicker.
So finally I have the UAE_AGA.CFG as:
Now this only boots 1 game at a time, per config.
What would be great is if there was a feature, where we could select the game hdf (DH1) in the emulator menu. Then the emulator could automatically choose the WHDload.hdf as DH0.