There are devel tools available from
Perhaps these would work with Wine.
http://blogs.msdn.com/robmen/archive/2003/11/25/56510.aspx is also interesting.
The main question is if we *want* MSI. The discussion on the Inno Setup mailing
lists indicates that MSI is an endless source of problems. OTOH, Python 2.4 is
now delivered as an MSI, and they claim that this is superior.
What would be really cool would be a rpm2msi, written in Python :-)
For reference, here  is an open source project with tools to generate MSI packages. The project has been around since 2004 and is still active.
And now there are tools on Linux as well:
They are compatible with WiX, which means we could use msitools for our builds and WiX for the customizer.
Microsoft's sales pitch for MSI:
Microsoft now prefers .Appx bundles. They are normally used for Microsoft Store, so it is unclear what limitations they might have. E.g. only managed applications, and only Windows 10?