Windows – Creating standalone Lua executables

You can do this in the latest version of py2exe...
Just add something like the code below in your setup.py file (key part is 'bundle_files': 1).

To include your TkInter package in the install, use the 'includes' key.

distutils.core.setup(
      windows=[
            {'script': 'yourmodule.py',
             'icon_resources': [(1, 'moduleicon.ico')]
            }
      ],
      zipfile=None,
      options={'py2exe':{
                         'includes': ['tkinter'],
                         'bundle_files': 1
                        }
      }
  )

Since you say "embedded system" and "small and fast" and "integrate nicely" I would say you are correct that Lua is the number one if not the only choice. But I no longer agree that the programming language has "quirky corners". Firstly, the book Programming in Lua is simply splendid, one of the best books I have ever read. Secondly, some of the "quirky corners" come from the fact that the language is very orthogonal and clean, which in the long run is an asset, not a drawback. I find for example JavaScript much worse. If you read "Javascript the good parts" the author explains in length why some constructs in the language are design mistakes and why one should avoid the new operator. Not so in Lua, the bad parts have been removed, for example the quirky upvalue stuff was replaced with standard syntactic scoping in version 5.x.

My view is actually that Lua is a language with far less quirky corners than most other languages! We use it in a commercial project and we are more than happy with it.