I'm posting this here because I thought I would share what I learned a few days ago about swapping disks for the PlayStation Beetle PSX core.
1. Create a text file with the extension .m3u. For instance:
Koudelka (USA).m3u
2. Inside that text file you must place the .cue names of every disk your game uses and save the text file. For instance:
Koudelka (USA) (Disc 1).cue
Koudelka (USA) (Disc 2).cue
Koudelka (USA) (Disc 3).cue
Koudelka (USA) (Disc 4).cue
You don't need .bin information of any kind in this text file. BUT YOU !!MUST!! HAVE THE .CUE FILES ON THE SAME FOLDER AS YOUR .m3u FILE! Otherwise RetroArch will crash when you load the .m3u file. It doesn't matter if said .cue files are bogus (i.e. you simply copypaste the first disk's .cue file and rename it), as long as you replace them with legitimate ones by the time you need to advance to that disk. It goes without saying you need to have legitimate .bin files as well in your folder when you advance through the disks.
3. Place that .m3u file on the same folder your .cue and .bin files are for that particular game.
4. Whenever you want to play, Load Content this .m3u file instead of the .cue files as you would normally do with single-disk PS1 games. It will automatically load the first disk in the series.
5. When prompted to switch disks, whether it be because you are loading a savegame that takes place in a latter disk or because you are advancing in-game to that disk:
a. Open the RetroArch menu and navigate to the game you are playing.
b. In the game's settings menu (where you can change emulation options, shaders, etc.) go to Disk Control.
c. Click on Disk Cycle Tray Status. This will open the virtual lid and Eject the current disk.
d. Set Disk Index to the corresponding disc (e.g. Disk Index 2 means Disk 2; by default it will be set to Disk Index 1 because that's the default disk the game launches)
d. Click again on Disk Cycle Tray Status. This will Close the virtual lid.
e. Close all menus and resume playing the game. Your savegame will load/you will advance to the next disk.
Hope this save's people some trouble, as I had to switch disks for Koudelka and I didn't know how, and most of the explanations I found online were very vague (for instance, they didn't say you need all .cue files).