OpenWrt/Opkg

opkg is the package manager for OpenWrt

To install software with opkg, it must be bundled in an ipk file

Info in this SO thread on how to create a package (e.g., a bundle of Python scripts): https://stackoverflow.com/questions/17369127/extracting-and-creating-ipk-files

Can also do more complicated things, like PirateBox does: https://www.disk91.com/2012/technology/systems/installation-of-a-piratebox-on-t-link-mr3040/

In the end you'll execute commands to download your ipk and then install it with opkg, like this:

wget http://piratebox.aod-rpg.de/piratebox_0.5.1_all.ipk
opkg update && opkg install piratebox*