In my research, it looks like only the following 5200 games actually came with overlays:
BLUE PRINT
CENTIPEDE
COUNTERMEASURE
DEFENDER
FOOTBALL
FROGGER
GALAXIAN
GORF
KABOOM!
MISSILE COMMAND
MOUNTAIN KING
PAC-MAN
QIX
REALSPORTS BASEBALL
REALSPORTS FOOTBALL
REALSPORTS SOCCER
REALSPORTS TENNIS
RIVER RAID
SOCCER
SPACE INVADERS
SPACE SHUTTLE
STAR RAIDERS
SUPER BREAKOUT
WIZARD OF WOR
The question is, would it be worth it to try and create overlays for games that did not come with overlays or really didn't need them.