Today, tired of using the file explorer to run python scripts, I decided to modify the default.py file to be able to have my scripts in Options > Run script and then final be able to see proper errors outputs. default.py is the first script executed when running Python.

Then at my big surprise, I reallized at line 80

if(e32.s60_version_info >= (3,0)):
    script_dirs = [(u'c:','c:\\python'),
                   (u'e:','e:\\python')]      < ---- check this out!

Excellent isn't it? So now we just need to create a python folder in the memory card (e: drive) and use for example OBEX file transfer to push a script in this folder.

Voila!