I have just updated the Hansen (1985) replication to version 2 of VFI Toolkit. As part of this I made sure it works on CPU. But if you want to run it on the cpu I very strongly recommend that you reduce the number of grid points (otherwise it will take borderline forever). Note that this replication uses vastly more grid points that you would ever likely see in practice.
[I got a request by email to make this replication work with CPU, updated it while I was at it.]