Even though the A3020 has a VGA output and the RiscOS works great on a regular LCD monitor, some older games won’t. These games rely on software interruptions that basically require an older RGB monitor able to handle 30Mhz (new monitors usually handle 60Mhz and up).
The solution I found was this 15Khz RGB to VGA Converter. This is a little box that you add between your computer output and monitor’s input. It is basically a scaler that automatically identifies the frequency of the output and outputs it in VGA. It supports both RGB and YCbCr, and you can switch between both on the fly.
Just one disclaimer: Even though the scaler worked fine on my modern LCD monitors, I noticed some flickering on games like TwinWorld where the background changed a lot. Games like Lemmings did not show that problem as much. When I connected the scaler to an older CRT monitor (still VGA) the problem went away. I think that this might be caused by the capability of CRTs do deal with a larger range of frequency but I am not sure.
Overall, even thought the scaler costs quite a bit it was worth it.