With this extension you can do it: https://chrome.google.com/webstore/detail/jnppoimalombohimhmfmpldimliadlal
Open game's web page and click extension's icon on toolbar. When it fullsized game, right click and press "Save a shortcut" button. It'll download and make a shortcut to play game without browser.
Firefox version of same extension: https://addons.mozilla.org/en-US/firefox/addon/swiffout/?src=api