Can some tell me how to properly escape things so that the paths can contain spaces?
Like this: escape/ some/ spaces or
"Put them in quotes"
Looking at your post of the desktop file, I think it should have worked:
here you have put the spaces inside quotes
Here you have escaped both the " marks (unnecessary, and I am not sure if this is "bad") and
What happens if you set Terminal=true ?
Maybe you'll see some helpful error messages.
The best thing is not to use spaces in filenames, and use the underscore instead: my_gui