Haven’t fiddled much around with ST hdds, but in standalone Hatari, it appears to be working for me by using a boot floppy from Gamebase ST (I 'm guessing this includes the hdd driver) and specifying a GEMDOS directory with the extracted files via the GUI. Files from the Gamebase can be autoboot via included Desktop.inf files, I’m not sure if these are games that were never having hdd install to begin with, unlike the ‘Atari ST adapted games’ you can get on the web.
The libretro core notes at github do not mention anything about hdds however and since the port doesn’t include all features and is based on an older version, I suppose it’s not that easy if at all possible.