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What about user defined jump lists? User could define custom action by dragging icon onto icon and select one item from menu, like create jump list to this icon, but not related to this icon (parameter to program from moved icon won't be placed); create jump list to this icon, but related to this icon (drop icon path are append to parameters of moved icon). Next step will be to select between option to hide or not hide moved icon.

Way to use:
- Move icon of configuration program on above of game icon
- Move document handler icon on document icon (hard to realize, I know)
- Move icon invoking Makefile onto parent directory of Makfefile to create make action (simpler to realize than second, because there exist .directory files, but user must firstly created icon to invoking Makefile in specified directory)

To makes thirty solution better, you could connect this idea with solution to specify working directory, etc.