Cool. The F12 is key though, it wasn't on parity with WinUAE until I learn I can use F12 to access critical things like going into windowed mode and loading/saving savestates. (Or quitting the game for that matter

) I gave it a quick try with the Lemmings 10-in-1 game EXE available on their website.
To be fair, I didn't find it too hard to load a game in WinUAE anyway (especially since WinUAE lets you save and reload a specific configuration of hardware + virtual floppies/hard-disk setup, which effectively gets you the same thing as this EXE method, with a few extra clicks), but there is no denying the convenience of just having to launch a single EXE and have it work.

thanks a lot for spotting this. Really cool!