I have to do the same as you, and have no problem with it, but if you really find it too much trouble you could get Toolsdaemon from Aminet and access the games directly from your Workbench screen with a pull down menu.
If you have OS3.9 you could configure Amidock to have a Games bar and then juct click on the relevant icon from there.
But hey, for three double clicks, is it worth it?
