BRRs work fine for me in bsnes' latest version.
Make sure you have added a 2 bytes header stating the loop point of the .brr or it won't play correctly!
You can do this with split700 as well. Here's a small .bat file I wrote to output ALL .brr files (since it sometimes skips valid ones thinking they're corrupt, while they are not.)
split700 --force -M *.spc
--force simply forces split700 to output all .brr files in the .spc file(s).
-M adds the 2 bytes with the loop point set already to be used with AddmusicM.
Don't forget to the set the PCM set + .brr files in your song though.
Edit: Also the song in level 105 plays perfectly fine for me in bsnes 0.80. o_O
On a side note, check your decay value for $F1 as well as the FIR filter.