I tried that, it did not work. I was told by a MorphOS developer that you have to do a few things in order for this work. Even moreso than simply associated .adf files with e-uae. Also, how do I suppress the GUI? How do I get e-uae to mount all the other disks? I am open to your suggestions as it would seem you one up on all of us here. 
I may be way off base and don't know cmd line options of euae so if I sound like an idiot ignore this post.
What I would think is a small script xIcon style or something. Take Agony, for example, which I think was 4 disks?
something like, e-uae -ECS -1megchip -1megfast -windowed -640x400 -disk1=agony1.adf -disk2=agony2.adf -disk3=agony3.adf -disk4=agony4.adf
Obviously those arguments of completely made up, but I'd imagine there is something close. Make an icon for the script and have the adf's in the same drawer and bam! Just double click to run Agony.
This would require a script file for each game, so maybe you are thinking of something not so tedious? I like to do stuff the hardware I suppose. :-)
