I wrote up my notes on this:
eblong.com/zarf/glk/standalone-notes.html
(If you bought Hadean Lands in the first couple of months, you didn’t see the Windows installer. I only posted it a few weeks ago. You should be able to go back to the Humble/Itch site and re-download it if you want to see it.)
You may also be interested in seeing the Kerkerkruip installers. I haven’t written a guide about them, but all the code and basic building instructions are at github.com/i7/kerkerkruip/tree/master/packages (Note the OS X package isn’t complete yet.)
On Windows even if you include another icon for the installer or shortcut link, when you actually run the interpreter it will keep the icon from git.exe (or whichever you chose.) I used a program called Resource Hacker to change the icon stored inside git.exe.
A limitation for Gargoyle is that it doesn’t seem possible for datafiles to be stored anywhere other than where the storyfile is. This isn’t a problem for the Windows installer because it gets installed into the user’s AppData folder. For the Debian package the launcher script makes a symlink from the storyfile to a folder in /home. I haven’t decided what to do for OS X but it will probably be similar.
For OSX you’d want a folder in “Library/Application Support”.
Is this the package you are using for the steam version?
I’m using this Windows package on Humble Widget and Itch, and I’ve submitted it to the Humble Store.
I haven’t nailed down how I’m going the Steam version. (It’s not an urgent question; I don’t expect Greenlight to go through quickly.) It will probably be this arrangement of files, but with Steam’s installation mechanism rather than NSIS. I might do some hacking on Gargoyle to present the map in-app (in a separate window).