Sorry that is a very late reply to your question, but there is a program called Chess Hero that lets you play through games doing guess the move. I believe the chessgames website also has a feature for it. Last, but not least the newly released Chessbase 15 has incorporated the feature in something they call Replay Training.

The Chess Hero program I believe is able to jump between positions in different games in the pgn file it has, and can also go through the games move-by-move.