To me those look like
overscan, at least the borders on the right/left. I don't think these are "borders" on the console itself per se, meaning they're a result of how CRTs work. Note that this slightly differs (but is related) to the
overscan wiki document. The bottom border (where the "NESGuide" overlay is printed) is probably the same.
I don't have the Mickey's Adventures cart, but I do have
a Sony Trinitron CRT that allows for
service mode (see 4-3-1) where I can adjust all the low-level parameters of the display, thus see overscan if need be. So I do have a way to view it if need be. :-)
I mention this because it looks like the display ends up just rendering colour 0 (background colour) or possibly the last colour chosen in the overscan area. And if that's the case, I imagine it would be possible to set this colour to something unique (per scanline if need be) right before HBlank begins by using the
"background palette hack". If that worked, one could effectively use the overscan area to represent how much CPU time something took -- we used to do this on the Apple IIGS but via a
border colour register (bits 3-0 of $C034), and the PC in native VGA mode (320x200) since it has a
border colour register as well (0x3C0 function 0x11).