Pex and Shiv both require the end user to have Python installed, so I think PyOxidizer is the best tool in this category: https://pyoxidizer.readthedocs.io/en/stable/pyoxidizer_compa...
And unfortunately, PyOxidizer went into maintenance mode: https://gregoryszorc.com/blog/2024/03/17/my-shifting-open-so...
Compared to PyInstaller, it doesn't dump any temporary files on disk.
Compared to Nuitka, it uses the real CPython, not a different implementation.