>actually quite small
Compare them to the little brown ceramic caps nearby, C4 and C8. Those look like 0603 size, which is quite small for beginners maybe. The ones you removed are relatively large, like I said they'd be. Which is good for you, because now you've got some PCB surgery on your hands. Get a soldering iron and some solder, and see just how much, if any of those pads are left on the board. Not gonna lie, it doesn't look good. One should never "rip off" components from a PCB, ever. They need to be properly heated and desoldered or you risk: losing the solder pads, which it looked like you may have done here, lifting and breaking traces, bending the board and breaking internal traces or creating cracks in nearby solder joints. Just don't.
Anyway, if you're still dedicated to this thing, it can be saved. See my pic for a possible fix using leaded electrolytics laid on their sides to hopefully fit in the same vertical space as the old SMDs. You can either scrape solder mask off of the remaining traces to get a point to solder to, or, you can find a component lead on the same net, as I highlight in a few places. As for your replacement parts, I found documentation here that has everything you need - https://gamesx.com/wiki/lib/exe/fetch.php?media=schematics:service_manual_-_game_gear_va1.pdf
See section 8-3-3, "Sound Circuit Board" for the parts we're talking about here. You're not gonna find those mid-90s Japanese parts anywhere though, but I can find you modern equivalents if you want. These are bulk capacitors used for power regulation and maybe some audio filtering stuff IDK I didn't really look, but they're not critical components in the sense that we need to match ESR or they gotta be CG0 or something or it won't work. Any cap with the same capacitance and voltage range will work here.
Let me know if you want to try to tackle it.