Oh, I'm glad somebody else has already done this and explained how to create an application shortcut for a script. Not only is it tedious to start a different Firefox profile via Terminal.app, but cut'n'paste between the rest of the world wasn't working then. A proper Application Bundle did the trick:

Open Script Editor

do shell script "/Applications/Firefox.app/Contents/MacOS/firefox -P tmp >/dev/null &"

Save as an Application Bundle

Now you can drag this thing around and place it e.g. on your Dock.