Open shell script from Finder interactively
For a bash script to work from finder, it has to have the .command extension

For example, I created the following script to use sudo to ask for a password and then to output a welcome message, then "wait" to simulate execution time:

#!/bin/bash
sudo echo "Welcome to Ask Different"
sleep 10
exit 0


I saved it as test.command.  You also have to make it executable:  chmod +x test.command

Here's the result of clicking on the script: