This very helpful post from exobug:
viewtopic.php?f=67&t=122525
looks like it'll solve your problem.
I installed stella about an hour ago after reading your post, & had the same errors as you.
So, off to GitHub to get the Retropie setup.
Set the script going...
Rebooted to the console (not X) & now:
pi@j1 ~ $ stella -video opengles2
brings up the setup screen.
That's as far as I've reached, as my old ST is in the loft, & I'll need to work out how to get the ROM code before I can proceed, but you might like to try it as you obviously already have the necessary tools.
I briefly tried it under the GUI, but just an outline window appeared so presumably it's not meant to be used under X.
HTH.