This is probably rare enough that it's not worth going to great lengths to make the process elegant, but you can write a very simple Applescript to elevate an app for you. There are lots of ways to approach it, but if you want it to show you a file picker and then prompt for the Administrator password you could use something like:
set filePath to (POSIX path of (choose file))
do shell script "open \"" & filePath & "\"" with administrator privileges
open will figure out how to find the executable in a App bundle. This will also work with other file types, for instance system configuration files.
You could also make this a droplet or a script menu entry that worked on the current Finder selection. If you add the text:
password "yourPass" to the end of the second line then you can suppress the authentication prompt, but I certainly wouldn't recommend that.