My usual solution for this is C++/Qt. Runs well on Linux, and on Windows you can statically link Qt into the single .exe if your small app is FOSS (at least LGPL-compatible), otherwise you should ship a few extra .dll files.

Compared to Tcl/tk you get (A) catch errors at compile time, and (B) Qt apps usually look better than Tk apps.

With mxe+qmake it's one command to cross-compile from Linux to a Windows binary.