Since version 2.5 of CG we have Lua directly embedded and it works great.
If you just want to play the Keen 9 mod on CG or hack it a bit follow these instructions:
http://clonekeenplus.sourceforge.net/howto_keen9.php
unfortunately you still need Keen5 v1.4 but if you own it, you can copy the executable and play this great mod.
There isn't that much of Lua code yet in this package, but for some enemy behaviour you can already modify it. Let me know your thoughts.
