The tutorial you linked to about the signtool doesn't say anything about a visual studio requirement, it just requires downloading the Windows SDK.
From what I can see, you sign the generated exe, so you don't need to involve AGS build process at all. Just follow the instructions.
Another thing you can try, is using the
Desktop App Converter. It converts a Win32 app (i.e the AGS game) to a UWP application, meaning it runs in a sandbox and should be safe, and therefore trusted (and can also be placed in the Windows Store and run in Win10S). Whether it actually works with AGS games, I don't know...