Not typical of a 'PiBoy' setup but I wanted some sort of analog stick action. Still WIP post as I'm undecided if I wanna rock one stick or two.

First step is to completely destroy your gameboy shell by melting holes in it with a soldering iron cos you don't really know any better (you do)

after then wire up the analogue to the Pro Micro - It's pretty straight forward, as per this diagram from adafruit. Wire Ground to ground, VCC to VCC and pick two Analog pins for X+Y pins, I used A2, A3.

After doing this I added support to my arduino script to support the stick and map it to 1,2,3,4 for up, down, left right

#include <Keyboard.h>
// Number of buttons to handle
const int buttonsCount = 12;

// Arduino PINs to use
const int pins[buttonsCount] = {
    2,
    3,
    4,
    5,
    6,
    7,
    8,
    9,
    10,
    16,
    15,
    14
};

// Keys to send (order has to match the pins array)
const byte keys[buttonsCount] = {
    KEY_UP_ARROW,     //2
    KEY_DOWN_ARROW,   //3
    KEY_LEFT_ARROW,   //4
    KEY_RIGHT_ARROW,  //5
    KEY_F2,           //6
    KEY_F1,           //7
    'a',              //8
    'b',              //9
    'x',              //10
    'y',              //16
    'r',              //15
    'l'               //14
};

//analog pins
const int analogPins[2][2] = {
  {3, 2}, //right analog XY
  {0, 1}  //left analog XY
};

// Keys to send (for analogs)
const byte analogKeys[2][4] = {
    {'1', '2', '3', '4'}, //right analog up, down, left, right
    {'5', '6', '7', '8'}  //left analog up, down, left, right
};

//analog thresholds
int thresholdX = 500;
int thresholdY = 500;
int tolerance = 150;

// Debounce delay
const long debounceDelay = 50;

bool status[buttonsCount] = {LOW};
long lastDebounces[buttonsCount] = {0};

void setup() {
    for (int i = 0; i < buttonsCount; ++i) {
        pinMode(pins[i], INPUT);
        digitalWrite(pins[i], HIGH);
    }
    Serial.begin(9600);
    Keyboard.begin();
}

void loop() {
    for (int i = 0; i < buttonsCount; ++i) {
        const int pinStatus = digitalRead(pins[i]);
        if (pinStatus != status[i] && millis() - debounceDelay > lastDebounces[i]) {
            status[i] = pinStatus;
            if (pinStatus == LOW) {
                Keyboard.press(keys[i]);
            } else {
                Keyboard.release(keys[i]);
            }
            lastDebounces[i] = millis();
        }
    }

    //right analog X
    if (analogRead(analogPins[0][0]) < (thresholdX - tolerance)){
       Keyboard.release(analogKeys[0][2]);
       Keyboard.press(analogKeys[0][3]);  //right
    }else if (analogRead(analogPins[0][0]) > (thresholdX + tolerance)){
      Keyboard.press(analogKeys[0][2]);   //left
      Keyboard.release(analogKeys[0][3]);
    }else{
      Keyboard.release(analogKeys[0][2]);
      Keyboard.release(analogKeys[0][3]);
    }

    //right analog Y
    if (analogRead(analogPins[0][1]) < (thresholdY - tolerance)){
      Keyboard.press(analogKeys[0][1]);   //down
      Keyboard.release(analogKeys[0][0]);
    }else if (analogRead(analogPins[0][1]) > (thresholdY + tolerance)){
      Keyboard.press(analogKeys[0][0]);   //up
      Keyboard.release(analogKeys[0][1]);
    }else{
      Keyboard.release(analogKeys[0][0]);
      Keyboard.release(analogKeys[0][1]);
    }

    if (1==2){ //disabled
       //left analog X
      if (analogRead(analogPins[1][0]) < (thresholdX - tolerance)){
         Keyboard.release(analogKeys[1][2]);
         Keyboard.press(analogKeys[1][3]);  //right
      }else if (analogRead(analogPins[1][0]) > (thresholdX + tolerance)){
        Keyboard.press(analogKeys[1][2]);   //left
        Keyboard.release(analogKeys[1][3]);
      }else{
        Keyboard.release(analogKeys[1][2]);
        Keyboard.release(analogKeys[1][3]);
      }

      //left analog Y
      if (analogRead(analogPins[1][1]) < (thresholdY - tolerance)){
        Keyboard.press(analogKeys[1][1]);   //down
        Keyboard.release(analogKeys[1][0]);
      }else if (analogRead(analogPins[1][1]) > (thresholdY + tolerance)){
        Keyboard.press(analogKeys[1][0]);   //up
        Keyboard.release(analogKeys[1][1]);
      }else{
        Keyboard.release(analogKeys[1][0]);
        Keyboard.release(analogKeys[1][1]);
      }
    }

}