Little addition, to run an interpreter from the same folder, still using #!hashbang in scripts.
As example a php7.2 executable copied from /usr/bin is in a folder along a hello script.
#!./php7.2
<?php
echo "Hello!";
To run it:
./hello
Which behave just as equal as:
./php7.2 hello
The proper solutions with good documentation can be the tools linuxdeploy and/or appimage, this is using this method under the hood.