No that's the only caveat. I much prefer to use scripts, as these programs are a bit of a black box. But at least they're digitally signed and recommended by the wider Windows 'powertoy' community so you're allowed to trust them.
If it is open source, that doesn't make it automatically trustworthy. If it isn't open source, you can trust it as much as you trust the author(s). Open source and trust are separate things.
This won't work because it requires user input. People are lazy, and unless you are extremely disciplined I guarantee you will stop wanting to use that input box very soon after installing.
[1] https://www.safer-networking.org/spybot-anti-beacon/