Gameshark Pro is flashable but don't do it
Anyway to do this you need a PC with a serial port
The official GameShark/Action Replay Pro software can do that directly or you can use
GameShark Code Creator GSCC for short that tends to be a bit more reliable and in general is a great way to hack new codes, much better than the devices default interface (thought the devices default interface is still great this is better)
Personally though hard to find now is just use a hack for the official firmware to enable a spring method to be used for backups if that is what you are thinking of
The GameShark Pro and Action Replay Pro are just too good to mess up the features are just far too handy virtual memcards code hacking direct and other direct memory access (Not just basic code support with that device)
The flash chip in this one is twice the size of your standard carts and re-flashing this back after flashing with lower end cheat device firmware is difficult to do at best (I don't even remember how I got it back but remember messing with all sorts of methods trying to get this back I had thought I had actually bricked it to the junk I had flashed onto it)