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pyyaml is a good example as well

Indeed: https://github.com/windmill-labs/windmill/blob/3f318b4ac4170... :)

Is that really a problem? Can't you just stuff a list of deps in your script?

This doesn't seem too different from the old 'setup.py' approach of Python packaging except that the 'one script' has both a 'setup.py' in it and the real script.

Sure. I skimmed the article and only really looked at the code for the deno one so I missed that they pretty much all had some special way to declare the deps that needed to be fetched.