Thanks for the link. That looks interesting; I'll have to give that a try. When I started reading the link my first thought was Pex from Twitter. I don't know how comparable XAR is to Pex but it's worth a look to compare the two.
Both PEXs and XARs package a python script and its dependencies in single hermetic file.
PEX is a self-extracting zip file which has to be fully extracted before being run. The extracted files could potentially be modified.
XAR is a self-mounting compressed SquashFS filesystem image. SquashFS will decompress pages lazily and cache the result in the page cache, so the startup time is much faster. Since SquashFS is read-only, the files can't be modified.
This is an excellent post to get started http://sevag.xyz/post/xar/