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The boardgame platform Vassal runs without issues in FatDog (requires Java):
https://vassalengine.org/download.html
However, starting the program is a bit clunky. Once you have extracted the program folder, you would run vassal.sh from inside that folder in the terminal.
Is there a way to create a menu entry for Vassal, so that it can be started from the menu without having to open a terminal window?
Thanks for your feedback! 
You could add a .desktop file for vassal under /usr/share/applications. It's standard Linux practice; search the forum or the net for tutorials on writing a Freedesktop .desktop file.
This may or may not work, but it's easy to try. It assumes you're using ROX filer.
1 Right-click the Vassal folder
2 Choose Permissions, then the Yes button. This makes the folder executable. If there's a gear-shaped icon in the folder, do the same to it.
3 Click on the folder or the gear icon in the folder to see if the program starts.
4 If the program starts, you can drag the folder or the gear icon to the desktop to create a link. Clicking the link on the desktop will start the program.
I just started discovering Vassal.........I was gifted on Christmas many many moons ago the Avalon Hill game "Afrika Korps" which I have played since I was 12 trying to win the campaign as the German commander. And looking at this topic discovered that this game is on this platform!
I played often my Dad and some times one of his engineer colleagues from work designing and building gas turbine engines (my Dad was a chief engineer designing and building the Lycoming AGT1500 turbine (now called Honeywell) for the M1 Abrams main battle tank.) So suddenly have a reason to load Java in F96-CE_4.
Does the menu entry need to start a particular game in Vassal on start?