I created test1.cmd, entered 1 line in it, and then ran test1.cmd. When I opened another cmd.exe window and looked for test1.cmd it was gone. I believe that this satisfies your request. Here is ...

That’s how to run a Python script in terminal or CMD. It’s a very straightforward process, but it’s extremely handy if you ever want to quickly carry out a bespoke task.

The removed "BypassNRO.cmd" script previously allowed users to bypass the mandatory Microsoft Account login during setup and create a local account instead.

"We're removing the bypassnro.cmd script from the build to enhance security and user experience of Windows 11," reads the Windows 11 Insider Preview Build 26200.5516 release notes.