Dear Allin,
Double-click scripts or session files still doesn't launch Gretl. Please take a look at the attached files. I'm testing this on a Mac (running OS X 10.8.3) that never had Gretl or X11 installed.
Talking about multiple instance... Today I realized that we have a lot of important softwares that actually use multiple instance (e.g. Terminal, Firefox, and Finder). The way we can have a new instance is selecting "File > New window". So, if we are going to have this functionality in Gretl, I would suggest to use the same approach.
Best regards,
Henrique Andrade