This was my solution if anyone is interested: JME3 Create an exe file - doesn't work - #22 by tlf30
Edit: this solution uses gradle to build an exe launcher to run a packaged jvm to launch the app. This has several advantages, first you can specify to use the non integrated GPU on laptops, and you get an exe you can make a shortcut to and get a start menu entry in windows. This is all with a gralde submodule so it requires minimal changes to your build scripts.