Franko, you are such a tease! I would absolutely love to have a game menu such as yours installed on my Amigas, it looks so oldschool too!
Here is currently how I launch my WHDLoad games from Workbench on my A1200, there are a few ways:
First is by the icons, each of which has a nice screenshot or boxscan image for the icons.
Secondly, I can launch them from the ToolsDaemon Games menu which is added to the Workbench menus.
Thirdly, I have Workbench 2000, which not only allows you to add programs to it the same as Windows' Start Menu does, but it also has a fast directory browser to find what you want quickly.
Here's a screenshot of my Workbench 3.1 setup: