The internal space of the Saturn is pretty big, really. If you are having space issues then its probably because of the abnormally large A Life file in nights, and the AI learning file in VF2. These aren't needed for normal play and are, IMO, Borderline uselsss. Just delete them. IIRC, Sega Rally had another of those huge files. 200 blocks or something like that.
Most games have save files 1/10 the size of those, so, for example, if you play a lot of fighters and shooters you could store saves for a few dozen games, easily.