Only homebrew that has been compiled with Lick's rebootlib will have soft-reset capability. There are very few apps that have done this. I know that Moonshell at least will reboot if you choose the reboot option from the menu or press L+R+ABXY. I think you might need the custom R4 reset.mse file for Moonshell to reboot correctly though. Check the EZ-Flash forums for that, as I believe a guy named cory is the one that managed to create the alternate reset.mse file.
NES DS does not have explicit support for any slot-1 device, so saving is unlikely to work. I have heard of one user who got savestates to work, but he is unable to reproduce it. A DLDI version of NES DS has been "coming soon" for several months now =/
EDIT: I can't find the updated reset.mse thing. I'll keep looking elsewhere.
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