I'm also interested in this!
I don't think you'd need an IDE CDROM specifically - I would imagine any CD drive hooked up to the host Pi would work. And if you need a standard 5.25" drive for your case design I would guess that a SATA-USB adapter would work, too. But I think it's a matter of what FS-UAE supports. WinUAE supports real CD drives but I don't know about FS-UAE.
