Zip files are created in such a way that they can be a part of an executable file. (This is how self-extracting archives used to work.) Support for reading zip files is lightweight, and is present almost everywhere.

A ZIP fork embedded into the executable should be an obvious read-only VFS implementation. Bring your assets with you, even maybe build them with the standard zip utility.

It should take relatively few LOCs, provided that libzip is already linked into the executable anyway.