@paradadf it worked! Here are the steps:
Plug keyboard and game pads
Start recalbox
Start Steel gunner
Enter Retroarch
Go to Optios
Go to Input interface
Select: Simultaneous
Back to game
Follow the instructions:
0_1560568301428_IMG_3809.PNG
Works great with Mame2003 plus!
I recommend mame2003 plus for shooting games, if you have a gamepad with analog controls, works great with default configuration.