That is an interesting approach. There is one downside. All output from the script shows up in the macro window and not in the context of where you run the script.
Here is a sample code if someone what’s to try:
macroViewController = Glyphs.objectWithClassName_("GSMacroViewController")
macroViewController.runMacroString_("print('hallo world')")
This has to be run as the “testExternal.py” explains.