There is also http://www.gtk-server.org/. I had it working in OS2006 and 7 some time ago but forgot about it. The difference is that (AFAIK) with zenity each window is one zenity executable call so you really cannot make one application with one persistent main window which is always opened. gtk-server is for that, basically it is scriptable gtk so you can write your GTK app in pure busybox /bin/sh. It might be better for something than zenity.

The (exactly one year old today :-) archive is here http://fanoush.wz.cz/maemo/gtk-server.tgz works in OS2007 at least. Install the libffcall deb and then try to run the calculator.sh example inside gtk-server directory.

EDIT: I see now that there is even install-shortcut.sh so you can start the calculator from menu as regular application :-) See/run also the demo-fifo.sh for very simple example.