Anyway, I've finally found a clean and comprehensive website, and believe me, most of wrappers sites are usually very confusing and messy, a lot of dead links, outdated wrappers, etc...
But this guy has made a really good work, he has a lot of wrappers made specially or just easiest to use with GOG versions.
For the reminder, Wineskin wrappers allow you to install Windows applications directly from the .exe setup file, so you don't need Windows on your computer.
So far I've been able to install Another World 15th Anniversary Edition (from the retail boxed version, but it will be the same for the GOG one), and Primordia, and they both seem to work great.
Ckeck it out, lots of game wrappers, and instructions for each game: