That's what I had originally thought of too, but Game Gear games are a bit wider than Gameboy games.
Techincally, you may be able to fit them if you cut out the entire middle section, but they won't stay in place, and besides, you cannot fit the instruction manuals inside them.
I dont have any of the Media Shelving cases yet (gotta order some soon), but would they work if you modify them a little bit?