I think that App::Staticperl should still work with most recent versions of Perl and basically give you what you want.

The approach is basically your approach, compiling a single-executable statically linked Perl with the script embedded.

I think you could look as an alternative at B::C, which tries to compile Perl to a static? executable.

There also is PAR, which bundles a dynamically linked Perl and a Perl script into a single file. That one needs a work directory to unpack though.