Suggestion: add SetWindowSize to the list of Visionaire Player commands

That sounds great!
Will Visionaire remember the last window setting that was chosen?
Either that or the possibility to set it in the .ini file would be great (something like
WINDOWSIZE = 1280x720), I would like to avoid having my players need to chose it in the options every time they start the game

You would probably have to write the setting to the config.ini file manually. With Lua it's possible to write, read, delete, overwrite entire files, overwrite specific lines based on index or content returned or add new content to the end of the file.

What I have in mind is include a menu screen with the possibility to choose between fullscreen and a number of window options.
Every time the player chooses a screen mode, I would rewrite the .ini file accordingly with lua and change the player window as well.