Yes, you need a PSU with 5V and 3A, but the "old" PI 3B needed it too. the official PSU should do the trick.
But in this case the bolt is just like an placeholder icon. If it's shown and the Pi didn't boot it means the image is too old, and the Pi 3B+ isn't supportet yet. There is no extra icon if it stuck on boot or missing hardware support.
Hope batocera will support the new 3B+ with the 5.15 release.