You can’t go from a digital signal to an analog signal without special engineering, soldering skills alone won’t allow you to do that. The adapters you have seen allow you to use the Sigma joysticks on a Playstation (from analog to digital; the Sigmas have a Playstation PCB inside the joystick already) but you can’t go the other way. You would need an engineer to decode the digital signal from your Saturn/SNES pad, and convert that to analog.
laugh just designed a device that does this for Playstation controllers only (plug in Playstation controllers to analog devices) but you won’t ever find something like that for SNES/Saturn pads, so ideally you could find a Playstation controller you like and buy an adapter from laugh. He has a thread in Trading Outlet as well.