What’s the Lua/LuaJIT story these days for bundling up all the scripts of an application into a single file? Is there a way to do the super convenient go-like thing?

There's a bunch of options from a Google search, but embedding it in a thin C program and building that with https://github.com/jart/cosmopolitan would be a pretty go-like experience, I'd think.

I personally use a hand-written C wrapper program (which is not much more than a dozen lines long), and then embed the Lua scripts using objdump. This isn't quite as easy as Go since cross-compiling C programs is often somewhat tricky, but Lua is very portable and has zero dependencies, so it's usually not too hard.