For my "cygrun.exe" wrapper to work it should be behind shebang scripts in the PATH, so moved ~/usr/bin to the PATH end on Cygwin.
OPTIONS=color,hilite_pet,news
OPTIONS=number_pad
OPTIONS=!autopickup
OPTIONS=name:gavenkoa
OPTIONS=catname:Catty
OPTIONS=dogname:Doggy
OPTIONS=horsename:Loshadka
GL_OPTIONS=windowed,mode:1024x768,depth:32
GL_OPTIONS=altprev,prevstep:3,reformat