Team Europe, Smitdogg / Dumping Union?
dumping via the console isn't really preferable, sometimes you get things like rom overlays provided by the system that will leave you with a bad dump if things are done that way (eg. many of the SegaCD bios dumps) likewise if the ROM turns out to be banked you might only get a single bank (again quite a few systems in MESS have suffered due to this)
of course that might not be the case here but generally it's preferable to dump things properly when it is an option.
that doesn't mean you can't get a bad dump doing things properly too mind you, so it is important that somebody who knows how to handle them does it, we've seen many half-size sega mask rom dumps in the past ;-)
it would be pretty much a one-off thing for this anyway, as you say the only 2 games known to be using ROM carts are kof95 and this and I've been hoping to see it dumped for a while now.