Widgets/Gadgets with Blender and Python?

You know those gadgets from the Windows desktop or the KDE widgets?

It would be interesting to create mini multi-platform applications with Blender and Python using the Blender Game Engine instead of C++ code.

I want to know if it is possible to create shaped, borderless and transparent background windows and if is possible to add such applications to the taskbar and desktop.

simply … no

at least not without heavy changes to the BGE.
And it takes a lot of resources. A game engine (with 3D engine) is simply not a light application.