CMake sets up their shortcuts via template files: https://gitlab.kitware.com/cmake/cmake/-/tree/master/Utilities/Release/WiX?ref_type=heads
Not yet sure how they do it, I’m still analyzing things. It would help if this stuff were documented but alas.
Gimp, on the other hand, uses Inno Setup (as does LOOT) but Inno doesn’t create MSI files, which would be nice for integration. BOSS used NSIS but the syntax was pretty ugly.