So it seems to be possible, there may even be a reference implementation somwhere provided by sun, that you could port. However you'd probably find that the time would be better spent elsewhere. Most freely available mobile games are really simple, a rewrite would be easier, the ones that are more interesting tend to be paid for would be hard to get hold of.
There are open source projects like microemulator that provide implementations for j2se, but j2me is such a terrible platform that there may be complications. Most actual implementations are very buggy, so games must be written with workarounds for handset specific bugs. A port of a game written for a particular model of phone may not work properly on a correct implementation. (not to mention screen size and art variations, missing buttons and functionality such as networking)
There's also BREW, which is at least more consistent between handsets, but I believe Qualcomm's licensing prevents anyone with the SDK from releasing an emulator (and I don't know of any open source projects to start from).
And there's WIPI, but few games are written specifically for it, because few carriers use it.
AFAIK, there is no way to get any commercial cell phone games for any platform without actually having a cell phone. And if you have the cell phone, why not just play the games on the device they were designed for? The only reason I can think of for doing this is if you are actually writing the games yourself and want a shortcut to port to the gp2x or want a hand held emulator that's easier to load than the phone during development.