I'm making it so I can close my game with Escape, to save me from having to push alt-f4 a bunch.
I'm wondering if this would be allowed for the final submitted version (all it does is pop up a confirmation box and close when you push escape again)

You can simply make an exit button, so on click the app is closed.

BTW, ESC is allowed because is out from the gameplay.

Yeah I will have a clickable escape button too. So I can keep the Esc shortcut in the final version then?

Yes, no problems, buttons allowed always that not affect to the gameplay