I doubt it.
Shortcut creation would be a nice feature to add to PCSX2 at some point in the future. Something like what Steam does, where it creates a URL shortcut on the desktop with a suitable icon which you can double click to run the game.
Here's what I'd do, create a file, call it 'loadgame.bat', and put this inside:
"C:\Program Files (x86)\PCSX2 1.0.0\pcsx2-r5350.exe" --fullscreen --nogui "game file.iso"
Change the filepath to your installation of PCSX2 if needed. You could also remove the "--fullscreen -nogui" parts if you wanted too.
Then copy and paste it into the folders you have each of your games in (I assume you have each game in it's own separate folder for neatness). Edit each one, rename the bat file to match the name of the game and edit the file's insides to change the last part to the name of whatever the iso file is.
So that you end up with a folder structure like this:
Or possibly like this:
Then for each game you want a desktop shortcut for, right click the bat file and hit 'Send To -> Desktop (create shortcut)'.
It'll come out like "Game1.bat - Shortcut", so rename each to remove the ".bat - Shortcut", maybe find a nice icon online for the game, and you're golden, nice clean desktop shortcuts to run each game, and to the casual eye it'd look no different from running a normal installed PC game.
You could even take it a step further and use something like Bat To Exe Converter
to turn each of those bat files into little .exe files, which could have icons embedded in them, and not show the command prompt, and if you use Steam could even be added to Steam as a Non-Steam game.
A nerd, gamer (PC/PS/Emulators), hobby programmer (Java) learning OpenGL programming (4.2+), and professional 3D artist (Blender). Here to share experiences using PCSX2, report issues, thank the developers for their awesome work and contribute to any technical discussions I have input for.