There is one thing that could go wrong though. The main point of having apps on USB sticks is to use it on different computers. However, the USB will be mapped to different drive letters on different systems (depending on the number of hard disks and/or DVD/BR readers). So, you'd need to set all paths as relative (e.g. "..\..\capitalism" rather than "d:\games\capitalism").
DOSBox games are already set up like that, except the launch shortcut which could be replaced with a cmd/bat file and work well enough.
Assuming the game is installed in G:\Games\Game1 (the drive letter doesn't matter, the rest does), and the bat file is anywhere on the same drive.
run DOSBox\dosbox.exe -conf dosboxGAME1.conf -c exit
If there are multiple games sharing the same DOSBox (multiple versions in the same installation, for example), do instead this for each included game.
run ..\DOSBox\dosbox.exe -conf dosboxGAME2v1.conf -c exit
...that should do it, unless I remember something wrongly (I'd have to check more exactly how the GOG installs are set up, but I think that's correct).
ScummVM games are slightly more difficult as I recall them using absolute paths to the config files in the shortcuts, but could be solved with some more advanced scripting which I'll have to figure out before I can post a solution.