For Janet, that functionality is built into the tooling. It basically just runs the top-level statements, and then marshals the resulting image, and then bundles that into the executable that gets compiled. It does mean that you can’t, for example, have any Raylib types as top-level variables if you want to take advantage of that, unless you spend some time writing marshal/unmarshal functions for them.
For Sparkworks, I ended up saving the files into the executable, writing them out to disk, and loading the relevant resources from disk, and then deleting the files (except the music file), so that I didn’t have to bundle assets outside of the executable.
I like fat EXEs for situations like this.