Now that I think about it there could actually be a way, providing you can find some Gameshark or Codebreaker or Action Replay cheats which do what you want.
Whilst you can't cheat in vBagX it does create normal battery saves for the games as far as I know so you should be able to transfer the .sav for the game back to your PC, load it in VBA and apply any cheats and if neccessary play through whatever whatever required the cheats make an ingame battery save and then transfer that save back to the phone.
Although I have never tested this, I usually just cheat in VBA for infinite cash, create a battery save and then load that save onto my phone and that's how it stays, but there's no reason why you should not be able to transfer the save back to PC and repeat the process (unless vBagX creates it's own type of save file) although I have never tested it as I said.
Note that this would require the name of the game file to be identical to the save to work. For instance 1.gba and 1.sav (I perhaps incorrectly interpreted that vBagX prefers it's files to just be a number and extension after reading the instructions for using it when setting it up on my phone).
Hope this helps you.
