Yes, that's one way to do it.
Thank you very much for your speedy support.
But, there is a case where this approach would let down Splat's user: when roaming on a USB stick.
If I do create a shortcut to a profile on my machine, and then take my Portable Software setup to my brother's computer, run Splat there to help me launch what I need, that profile wouldn't launch automatically as he doesn't have that shortcut in his windows.
So, although this solution does a job in most scenarios (and I suspected that Splat has a command line option to run a profile), still I would vote for Splat's internal function to do that, as in that case it makes it completely portable.