Ok, I figured it out, in case anyone needs to know... some of the stuff in this build just baffles my mind.
Anyway you must first go into the Retroarch menu (hotkey+B)
Then go into the Main Menu > Settings > Configuration
When in the configuration select "ON" for "Save Configuration on Quit"
(why this is not set to on from the start is beyond me)
Now go back to your quick Menu and then down to Controls.
Select Port 1 Controls - set up all your buttons (this method of setting up the controls is very unintuitive. It is based on what you set up from the very start when locking in all your controls for the OS. You will have to use that as a reference to try and map your buttons).
Exit from the Control menu and scroll up to where it says "Save Core Remap File"
(don't forget to set up controller two if you have one. You will need to set up controller two's settings from controller one. So it's not like MAME in that regard).
Now you can go back into your game to test and make sure you set up all the button figs properly. If it's all good, exit the game and next time you go back to that emulator your button config will be set up properly still.