The HP-41 calculators can be programmed with microcode, aka MCODE. This is how their normal instructions are implemented. The emulator even has an MCODE console where you can step though its instructions. On the physical machine running your own MCODE requires making ROMs (or something that pretends to be a ROM…). I am not familiar with how this works with the emulator, but I have found an SDK.
Microcode is of course very low level so it could be interesting to compile e.g. C to MCODE. This is also so utterly useless that it would be insanely fun to at least make a tiny prototype or a starting point for such a compiler. Imagine creating e.g. MCODE assembly with clang/llvm:
./clang.exe --target=hp41 -S hello.c