I just tried, I couldn't make it work with 7 Sticky Notes, windows short-cut seems blocked.
I got pretty close with Stickies, it lets you attach the notes to a program, so I did it with my game, and when I open the game, I get back to the desktop, and the game is reduced (as the note doesn't manage to display on top of the game)
the key element seems to be that thses notes are windows,
ultimatly I don't need an interactive window, I just need a displayed non-interactive text or image, on top of everything else, even my mouse, I wouldn't mind.