The sibling saying "ship the VM and image" is correct; Note, however, that Pharo is working on making this process more transparent. See https://github.com/pharo-project/pharo-launcher for an example of a deliverable that is shipped like a standalone app. I haven't played around with it yet but the docs do mention a way to break into the debugger; Think opening devtools in VSCode but better.

The early Cocoa VM had this built-in: copy the VM app bundle, plonk an image in the bundle’s resources, done.

By shipping the VM and the image.