[nerdshark]

F# applications are compiled to ordinary .NET executables, so you can look at how other .NET applications are packaged on *nix. Basically, you can package them as you would any other software, though it would help to either have .NET executables configured to launch with mono via binfmt_misc (on Linux), or have a small launcher script to do the 'mono myapp.exe' invocation.

[mmavnn]

As mentioned above, fsx files can be executed with the correct #! if fsharpi is installed.