That's it, that is the trick. No .tce nor .tcz needed.
Unfortunately, animated gif don't work, not even CSS. However, borrowing from mikshaw script:
#!/bin/sh
cat << EOF > ~/backgrounds.html
<html><head><title>Available backgrounds</title>
</head>
<body>
EOF
for x in /opt/.backgrounds/*.[gGpPbBjJ][iInNmMpP]*[fFpPgG]
do
echo \<img src=\"$x\" /\>\<hr /\> >> ~/backgrounds.html
done
echo "</body></html>" >>~/backgrounds.html
help ~/backgrounds.html
Now it can show all your available wallpapers for you to choose. Beware, the code as it is would also load .pig files, so take care not to make this code look even dirtier by misplacing files in /opt/.backgrounds (((: