Hi scandy, that section of the documentation is undergoing revision. From what I can tell, the FBA 0.2.97.38 ROMs to use as of the current nightly Lakka build are a Split set.
That being said, I have just created an issue to see if RetroArch could add playlist support for the Non-Merged FBA set that is in circulation. If that is something you are interested in you, may stop by the github thread: https://github.com/libretro/libretro-database/issues/248
If you have a Non-Merged set presently and also have access to that set on a Windows PC I can share a playlist generating script that will manually create a playlist for the ROMs you are trying to use.