The Konami Code works in all versions of the collection, but the actual button inputs at the end will vary based on which system you have.
Note that these will be slightly different depending on which version of the game you’re entering it for. Some use the shoulder buttons.
If you are entering a cheat code, you will need to end it quickly on the title screen for that game, while the game’s title is displayed.
The Japanese versions of the games have additional cheat codes that can be used, while other versions have only a couple that work.