Is there an easy way to create standalone .exe files from Lua scripts? Basically this would involve linking the Lua interpreter and the scripts.
I believe it is poss
As this topic has somewhat 'perpetual' interest and the possible answers are 'fluid' in the sense that new solutions may emerge (while older ones may become obsolete), here's yet another possibility (for Windows) and pure Lua source dependencies.
Link: Windows console utility to convert in a single step a Lua source with its Lua source dependencies into a C file ready for compilation.
Note: Except where there are differences in the bytecode for others platforms, the resulting C code should be able to compile on any platform that can compile stock Lua source, and create stand-alone native binaries of your Lua applications.