Racket's exe are so simple and quick to share.
raco exe foo.rkt
(Edited tendon to heel)
Racket has such a great story for so many things that are painful in other environments. It's an under-appreciated language.
A) Racket is so enjoyable everyone builds their own solutions
B) "The view that full-fledged problem solving almost always calls for language design" Which sadly falls onto deaf ears especially people from Python.
Back in the day, we used one of the various "freeze" applications (cxfreeze, bbfreeze, probably others) and some tools developed in-house to package and distribute them for various platforms.
It has been a while since I actually needed to do this, so I don't know what the current state of the art is.