I heard that this would be a bit of a pain, but with the help of some videos, it went rather smoothly.
There were the straightforward tutorials, about cooking your game into an exe but they never really mentioned what to change in the scripts, so I thought I'd post this here for future reference. I am using the September 2011 version of UDK, which is no longer available for download, but these are some extra precautions you can take to make sure that Unreal Frontend takes all your packages and game type.