Not really practical nor easy to assembly but surprisingly usable for its size, based on the attiny 402 with 4k of flash and a oled 64x32 screen.
Only one button a buzzer and a lipo rechargeable battery all contained in a very small package.
The game is a space invader clone, the button makes your ship move to the right and if you release it, it moves to the left, the ship auto fires.
Measuring just 16x|7x12mm I think is one of the smallest devices that can play a game with a included screen.
I don't really recommend to make your own because of the difficulty involved in soldering in such a constrain space.
All files linked bellow, however most probably I wont provide any detailed tutorial in how to build one.