You can try this trick when starting your app/vm:
dom0> qvm-run -a AppVM "resource-heavy-app;shutdown -h now"
When the application closes the next command in line is the shutdown
command, and the VM will simply exit. As long as the app does not
background itself by forking a new process to demonize this will likely
work.
If in testing that command works for you, then you can create a
specialized AppVM.desktop file, and set the Exec= entry to
"resource-heavy-app;shutdown -h now". Once that is done then add that
custom desktop file to your template VM in /usr/share/applications and
you should then be able to add the application directly to your qubes
menu for that specific VM.