In case anybody wonders, MM and MS work flawlessly on Linux, too. Use wine to run the installer, then enter the directory of one of the games and run 'dosbox -conf dosbox*conf'.

So does Under a Killing Moon and The Pandora Directive, you just have to do a tiny change in the dosboxtex*.conf.
At the bottom of the .conf-files, the CD-images are mounted. These lines should be changed so that the filenames have "gog" in them instead of "GOG", or else dosbox won't find the files.
Example:
The row:
imgmount F "UAKM1.GOG" -t iso
must be changed to:
imgmount F "UAKM1.gog" -t iso