UV scripts are great for this type of workflow
There are even scripts which will install uv in the same file effectively making it just equivalent to ./run-file.py and it would handle all the dependency management the python version management and everything included and would work everywhere
https://paulw.tokyo/standalone-python-script-with-uv/
Personally I end up just downloading uv and so not using the uv download script from this but if I am using something like github action which are more (ephemeral?) I'd just do this.
Something like this can start out simple and can scale much more than the limitations of bash which can be abundant at times
That being said, I still make some shell scripts because executing other applications is first class support in bash but not so much in python but after discovering this I might create some new scripts with python with automated uv because I end up installing uv on many devices anyway (because uv's really good for python)
I am interested in bun-shell as well but that feels way too much bloated and even not used by many so less (AI assistance at times?) and I haven't understood bun shell at the same time too and so bash is superior to it usually