Extracted from #415 so I can close that issue in the ganda-build-v2 merge.

Once we are on Python 3 - #460 - we should reconsider our options for building an EXE:

• py2exe
  • The unofficial fork with Python 3 support recently became official, py2exe now officially supports the latest py3 versions
  • API changed a lot and no up-to-date tutorials seem to exist
• PyInstaller
  • pkgutils.iter_modules is not supported is supported since 4.4 🎉
  • Useful tool for inspecting PyInstaller archives: https://github.com/extremecoders-re/pyinstxtractor.git
• Nuitka
  • Nuitka compiles to a folder with many files, not appropriate
• cx_Freeze
  • This leaves the biggest mess I have ever seen in the output folder.
  • Has no option for single file output.
• PyOxidizer
  • Still seems fairly immature and doesn't seem to have a onefile option(?)

Related to #460.