You don't need to as `fennel` the compiler comes with it's own way to compile native binaries! Here's an example[0] from one of the maintainers. It even let's you require other Lua modules and will embed along with the executable.
Sublime Text 4 with LSP-TypeScript is really nice. The official package that Microsoft ships with the TypeScript Language Server tends to stop working after a while... I'm not sure why but that's that.
[0]: https://git.sr.ht/~technomancy/fennel-http-example