Cheers eTe, glad you're finding it useful
Have you tried
EMUCenter? You could put a link to EMUCenter on your menu and launch your games from there. If you really want to open your games directly from the MC menu, you should be able to do this by creating the appropriate registry keys (I don't think you'll need a container exe) - this is how the games that come with MC work. I'll look at adding this functionality to MC Menu Customiser, but in the meantime you might like to try fiddling the registry yourself, using one of the built in games as a template.